What do i do if i never received my tax return from the previous year

You said "tax return", but do you mean a Federal tax refund?

Did you file by mail or efile?

My federal return.

It was efiled

Well, there are 2 ways to start the detective work, so it's a coin toss.

You can phone the IRS and see if they received a return from you in 2015.  (I'll tell you how below)

Or if you efiled, you can phone TurboTax Support and ask them if your 2015 return was successfully efiled, or if it rejected.   If rejected, be sure they give you the reason for the rejection in case you have to fix something before sending your return.

For TurboTax Support, use the form at this link to be assigned a phone number. The number will not display when they are closed.  This time of year they are open 5AM-9PM Pacific (8AM-12 Midnight Eastern)  7 days/week. 

To phone the IRS:  800-829-1040  hours 7 AM - 7 PM local time Mon-Fri

Listen to each menu before making the selection.
 
First choose your language. Press 1 for English.

• Then do not choose the first choice re: "Refund", or it will send you to an automated phone line.
• Instead, press 2 for "personal income tax".
• Then press 1 for "form, tax history, or payment".  
• Then press 3 "for all other questions."
• Then press 2 "for all other questions."  It should then transfer you to an agent, but there is likely to be a long wait.