If you used incorrect banking information for a direct deposit, then the refund would have been sent back to the IRS and the IRS would mail a check to the address on your tax return. They do not allow you to change banking information. Was the address on your tax return correct---and is it your current mailing address?
If you need to trace a payment that the IRS says has been issued to you, mail or fax a completed IRS Form 3911, Taxpayer Statement Regarding Refund.