> data <- c("1600 Pennsylvania Avenue, Washington DC", 
+           ",Siem Reap,FC,", "11 Wall Street, New York, NY", ",Addis Ababa,FC,")
> gsub("(?<=^),|,(?=$)", "", data, perl=TRUE)
[1] "1600 Pennsylvania Avenue, Washington DC"
[2] "Siem Reap,FC"                           
[3] "11 Wall Street, New York, NY"           
[4] "Addis Ababa,FC" 

Pattern explanation:

• (?<=^), In regex (?<=) called positive look-behind. In our case it asserts What precedes the comma must be a line start ^. So it matches the starting comma.
• | Logical OR operator usually used to combine(ie, ORing) two regexes.
• ,(?=$) Lookahead aseerts that what follows comma must be a line end $. So it matches the comma present at the line end.