Your Federal tax return goes to a different location depending on the state that you live in.
See this list to determine the location for you.
Where to File Paper Tax Returns (irs.gov)
Go to this IRS website for the address of a mailed federal tax return, by state, with or without a tax payment - https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment
If your mailing address is outside the US, then click on the link on the IRS website given that states - International - Where to file addresses for taxpayers and tax professionals