If you are mailing the federal tax return instead of e-filing, see this IRS website for the address to mail a tax return, by state, with or without a tax payment - https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment
Your federal tax return goes to a different location depending on the state that you live in. See this list to determine the location for you. Where to File Paper Tax Returns (irs.gov)