Your federal tax return goes to a different location depending on the state that you live in and if you have a payment due. See this list to determine the location for you. Where to File Paper Tax Returns (irs.gov)
For Nevada residents:
No payment:
Department of the Treasury
Internal Revenue Service
Ogden, UT 84201-0002
With a payment:
Internal Revenue Service
P.O. Box 802501
Cincinnati, OH 45280-2501