Locations on maps are subject to the similar search engine optimization algorithms that websites are.  Google, and other mapping programs take relevance, type of business, prevalence, tags and other metadata and other factors or order the representation of physical business on any map you call up.   Simply claiming your address on Google, Yahoo, Mapquest and other portals is the first step.  The algorithm that arranges addresses on any given maps search page takes into consideration over 100 different factors when delivering the results in the order they do.  Some you don't have control over and some you do.  Here are some suggestions for improving your address in search ranking on maps.

1. Citations:  Linking the URL for the s page directly from other pages, preferably pages that Google and other search engines trust.  The more trustworthy sources that list the business address the more the impact will be.  Direct URL links to the map of the business should be available on all sites you control:  your website, wikipedia page, and social media.
2. Reviews:  For instance a review of the business location on google will help with optimizing your google results, rinse and repeat for Yelp, etc.  (example:  if you plug "Georgetown Liquor Co, Seattle" into google maps, the business has 29 reviews).  Reviews need to be linked directly to the address you want to be found.  Caution:  faking reviews can backfire.  Most reviews a mixture of positive and negative, fake reviews are pretty obvious.
3. User content:  Check in on Foursquare, Facebook, Twitter, etc.  Of course you need to claim the address listing for the map that the application uses.

In addition to these three things, standard usage of SEO best practices are applicable to mapping.  Use names such as 'Map to XYZ Theater Company' rather than 'click here for a map' as your link.  To quote a friend, Mark Gerth of the Washington State Arts Alliance (who first turned me on to SEO), 'click here' doesn't need help being found, you do.

If you have additional helpful suggestions for Geo SEO please leave them in the comments!