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Yes, they don't send receipts ... the cancelled check or CC statement are your proof of payment.  You can check with the issuer of the MO to see if it was cashed or get an account transcript from the IRS : 

https://www.irs.gov/individuals/get-transcript.

However, if you filed your return more than 6 weeks ago and you didn't get a payment demand letter yet then it is most likely that it was received and cashed. 

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