The mailing address to file your federal income tax return will
vary, based on which state you live in (or if you live outside of the U.S.),
and on whether you enclosing a payment or not. Please see the following
IRS guide, "Where to File Addresses for Taxpayers and Tax Professionals
Filing Form 1040":
https://www.irs.gov/uac/where-to-file-addresses-for-taxpayers-and-tax-professionals-filing-form-1040
You do not file your state return together with your federal return. For the
mailing address for filing your state tax return, please refer to the instructions
for your state tax return.