The U.S. Constitution requires the president "from time to time give to the Congress Information of the State of the Union, and recommend to their Consideration such measures as he shall judge necessary and expedient." Article II, Section 3, Clause 1.
Past State of the Union Addresses
update

9
Barbara Bush, center is joined by Margaret and Marvin Bush as they applaud President Bush's arrival to the House chamber Wednesday, Jan. 31, 1990.

10
President Bill Clinton acknowledges the crowd as he prepares to gives his second State of the Union address on the floor of the 104th Congress, Jan. 24. 1995.

11
President Bush delivers his State of the Union speech to a joint session of Congress on Capitol Hill, Jan. 20, 2004.

12
President Barack Obama delivers his State of the Union address to a joint session of Congress on Capitol Hill, Jan. 20, 2015.