What can I do If mailed both of my state and federal tax return to the same address?

if you are due a refund on the mis-filed return, no penalties. 

You did not mention which address you used. But that was a mistake that will result in one of those returns being shredded. You will need to re- send the one you mailed to the wrong taxing authority. Use a mailing service with tracking like certified mail or UPS so you will know when they receive it.