You mail the returns to the IRS or the state no matter what mailing service you use. Not sure what you think it has to do with PO boxes.   If you do not want to use the U.S. postal service for some reason, then try UPS or Fedex.  There are a lot of ways to take your envelopes to them--try Staples, Kinkos, UPS, etc.

For federal returns:    https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment

For where to mail it to your state look on your state's web site:

https://ttlc.intuit.com/questions/1901670-how-do-i-contact-my-state-department-of-revenue

It has everything to do with PO boxes. UPS and Fedex or Dhl cannot deliver to PO boxes. The IRS has a specific list of street addresses (no PO boxes) for private delivery services:

<a rel="nofollow" target="_blank" href="https://www.irs.gov/filing/submission-processing-center-street-addresses-for-private-delivery-servic...>

I think this (which I found in the meanwhile) partially answer my own question. But I am having trouble finding the analogous information for Illinois.

I asked because I am mailing internationally.

@pk ?  Do you know anything about this?  I have never heard of this being an issue.

 This is best I could find --->      101 W Jefferson St, Springfield, IL 62702, USA

@pk Thank you!