Where would forms 1040 and 1099 New York State forms be sent? Vanguard told me to PO Box 931000 in Louisville, Kentucky. Has anyone ever sent forms there?
Are you filing by mail instead of e-filing?
For your federal 1040:
https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment
For a New York return:
https://www.tax.ny.gov/pit/file/return_assembly_mail.htm