I have recently received a legal document from my ex wife from a address that does not belong to her, is this legal in the state of ny?
If it was simply mailed with a return address that she does not own, say a hotel where she was staying, or even a PO box, that would be perfectly legal. If the document itself includes the address and says that it is her residence, that should be accurate at the time the document was signed. But that need not mean that the address must "belong" to her. A rented dwelling is a perfectly valid residence.
In any case, if you have valid contact information for her, so that you (or your lawyer) can send replies and other legal papers to her, I do not see that you are affected or have an legitimate grounds for complaint.
EDIT If the address were a simple mistake, there would be no legal issue. Only if it were a deliberate attempt to deceive you or the court would it perhaps be "illegal" and even then it would probably be a separate matter from whatever your issue with your ex-wife might be. But as a comment points out, responses sent to an incorrect address in good-faith reliance on the document might be treated as if they had been delivered in a timely way. Or other measures might be taken in such a case, to avoid burdening a person who sent documents to an incorrect address in good faith. (However, if a person knows that an address is incorrect, sending documents to it is not a good-faith action.)