If you have submitted your return for e-filing and you entered the wrong address, you will need to notify the IRS of your correct address. You can do that by filing Form 8822. Click here to get that form.
If you are expecting the IRS to mail you a check and you provided the wrong address, the check will probably get returned to the IRS by the post office. You can ask them to re-issue the check later, but it will cause a delay.