The IRS says (in the instructions for Form 1040 here) that returns from a Pennsylvania address with a refund (or no refund or balance-due) should be mailed to:
Department of the Treasury
Internal Revenue Service
Kansas City, MO 64999-0002
Returns which are accompanied by a check for a balance-due should go to:
Internal Revenue Service
P.O. Box 802501
Cincinnati, OH 45280-2501
Your Pennsylvania state return (according to the official PA-40 instructions here) has three possibilities.
If you owe tax, send it to:
PA DEPT OF REVENUE
PAYMENT ENCLOSED
1 REVENUE PLACE
HARRISBURG PA 17129-0001
If you have a refund, it goes to:
PA DEPT OF REVENUE
REFUND OR CREDIT REQUESTED
3 REVENUE PLACE
HARRISBURG PA 17129-0003
If you broke even (with no refund or balance-due), you should send it to:
PA DEPT OF REVENUE
NO PAYMENT OR NO REFUND
2 REVENUE PLACE
HARRISBURG PA 17129-0002
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