I got it mailed to me but I have an updated address and never received my refund

[Critter]

If the refund was coming from the IRS and you did not forward your mail so you missed the check then you can file a form 8822 to update the address so the check can find you ...   https://www.irs.gov/pub/irs-pdf/f8822.pdf

 And file a form 3911 ...  https://www.irs.gov/pub/irs-pdf/f3911.pdf