If you choose to print & mail your returns:
Your federal return must be mailed to the IRS center that serves your state.
Your state return must be mailed to your state's tax processing address.
Two different addresses; two separate mailings.
If you mailed both to the same address, one of them will end up in a shredder. The IRS will not forward your state return to the state, nor will the state send your federal return to the IRS for you. Make sure you used two different envelopes and two different addresses.
Did you go through the state section of TurboTax and complete the state tax return? If not, you may have mailed only the federal tax return.
When you print your "taxes," there are two separate tax returns, one federal and one for the state. You have to sign both tax returns. There is a place for your signature on each one. For federal, the signature space is at the bottom of page 2 of Form 1040. The location of the signature space on the state tax return depends on what state it is.
Did you mail all the pages stapled together in one stack? If so, whoever opens the envelope will see only the tax return that's on top (probably the federal). They will think it's only one tax return. The one that's underneath will be ignored.