Please mail them separately. 

Where you mail the Federal 1040 depends on which state you live in AND if you are getting a refund or making a tax payment. Please use the link below:

https://www.irs.gov/filing/where-to-file-addresses-for-taxpayers-and-tax-professionals-filing-form-1...

For your state return:

• Refund:         Mass. DOR, PO Box 7000, Boston, MA 02204
• Payment:      Mass. DOR, PO Box 7003, Boston, MA 02204