How do I find the exchange that an address belongs to? I have an address that I have sent Bitcoin to but I forgot what exchange that address was for.
It is basically impossible to identify who (whether it is an exchange or someone else) owns an address unless they announce that they own the address. You will not be able to figure out what exchange the address that you have belongs to by just looking at the address alone.
You will have to look elsewhere, and knowing the address is not really important. Look through your emails and think of the exchanges where you have made an account on. Only through other data that you have (e.g. your emails, saved login info, etc.) can you figure out what exchanges you have used and thus potentially deposited coins to. The address that you have is irrelevant.
Generally, it is difficult to impossible to find out whom an address belongs to. However, there are some sites that try to figure out whom addresses belong to by clustering transaction activity of well-known entities in the space. Since exchanges have a lot of transaction activity, it might actually be possible that your address turns up.
H/T to user93863 who suggested walletexplorer.com first.