Go to this IRS website for addresses to mail the federal tax return by state, with and without a payment - https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment
You will have to go to your state's department of revenue or taxation website for the state address.
Please see the address on the screenshot below. The address will depend as returns with payments are sent to a different place than those with refunds.
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