If your address was incorrect on your Federal income tax return, and your refund was returned to the IRS, you must contact them to notify of the change. You may refer to the IRS website's Topic No. 157 Change Your Address - How to Notify the IRS for instructions on the appropriate forms to complete and send.

If you were expecting a state refund, you must contact your state's Department of Revenue as well. For more information, you may review the FAQ: How do I contact my state Department of Revenue?  https://ttlc.intuit.com/replies/3302452

You guys sent my federal refund to the wrong address I received my state I have the same address 

The address used to issue your refund is based upon the address you entered in the tax return as filed.  TurboTax does not enter your information but transmits your return with the information you entered.

You can change your address by referring to the following instructions from the IRS.

IRS methods to change your address