Get your taxes done using TurboTax

Whether you can cash a U.S. Treasury check in the country you live in will depend on where you are--which you have not mentioned.   The IRS will not do a direct deposit to a foreign bank.  They will only mail you a check.   So it is up to you to find out from your bank what you need to do----you likely have to establish a bank account, deposit the check and wait for it to clear.

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