For federal:
https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment
For state:
https://www.mass.gov/service-details/mailing-addresses-for-massachusetts-tax-forms
When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s. Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS received the return.