Open Mail.app preferences and select the account you want to add an alias to. In Account Information there is an edit box for Email Address. Add a comma and then the alias you want to add to the Email Address. You can add as many aliases as you want as long as you separate each with a comma.

When sending or replying to an email message Mail.app will let you choose the From address from a drop down list of all of the aliases on that account. When you send a new message it will default to the first email address in the Email Address alias list. But when responding to an email message Mail.app will try to match the To address from the original message to one of your aliases and it will use that alias if can find a match.

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