Mail gets lost or stolen at my mailing address. Id like to have my refund mailed to my sisters address. Is this possible?

[fanfare]

put the address where you want your correspondence to go on your Form 1040.

@critterlcm 

[Opus 17]

If you already filed, you can't change anything.

If you have not filed yet, any address you use will be where the IRS will send any mail for you -- refunds, but also notifications of audit, or information requests, or bills for late taxes and penalties.  If your sister's address is secure and she won't mess with your mail, then go ahead.