Please explain. Do you mean that your state refund was sent to your bank and the bank returned it to the state? Did you enter incorrect banking information for a direct deposit? Or did the deposit go to a closed bank account?
Did you enter the correct mailing address on your state tax return?
https://ttlc.intuit.com/community/state-taxes/help/how-do-i-contact-my-state-department-of-revenue/00/25573