For Federal: Go to the website: https://www.irs.gov/filing/where-to-file-paper-tax-returns-with-or-without-a-payment
For State: You would have to go to the tax boards website of that state. Google for "state" tax board. Like colorado tax board or colorado state tax board. Then on that states webpage do a search for "mail taxes". If all else fails they should have a number to call to ask where to mail in the taxes.
FYI: My TurboTax software only mentions the addresses when I use File by Mail option. You might of made the choice to e-file by accident.
Hope some of that helps.
If you will share what state return you are filing, someone can provide you with a more detailed answer.
Or use the information in the article below to visit your state's department of revenue website to find the answer:
How do I contact my state Department of Revenue?