For the federal, you get to call the IRS at 1-800-829-1040 and after being on hold for a looooong time, explain what happened and get a new check re-issued. You will need a copy of your filed tax return in front of you, as when you talk to the IRS they will confirm your identity by asking questions that can only be anwered if your have your tax return in front of you.
You'll have to do the same for state to, and call your state's department of revenue or department of taxation. Since you didn't tell us what state, you should be able to find it yourself by googling it.
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