When you mailed in your tax returns, did you use a mailing service that tracked it -- like UPS or certified mail so you know for certain that the IRS received it? Did you mail your state and federal returns separately to the correct addresses ? We sometimes see people who mail them together in the same envelope--when you do that, the federal return that was sent to the state, for instance, just likely ends up in a shredder. Did you mail your federal return to the IRS?
Or perhaps it is just taking longer than you thought it would to get your federal refund. Mailed returns are processed by overworked, understaffed IRS employees and it takes longer. Does it show anything on the IRS refund site when you enter your Social Security number, your filing status and the exact amount of your federal refund from line 20a of your Form 1040?
https://www.irs.gov/refunds
**Disclaimer: Every effort has been made to offer the most correct information possible. The poster disclaims any legal responsibility for the accuracy of the information that is contained in this post.**