This will depend on where you live. Here is a link that will give you greater detail based off of your location and specific needs.
https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment
You will send your federal returns to either one of these address depending on if you are sending a payment
Not sending payment use this address
Department of the Treasury
Internal Revenue Service
Ogden, UT 84201-0002
Sending payment use this address
Internal Revenue Service
P.O. Box 37910
Hartford, CT 06176-7910