For the federal return, it depends on what state you live in and whether or not you owe taxes or are due a refund: https://www.irs.gov/filing/where-to-file-addresses-for-taxpayers-and-tax-professionals-filing-form-1...
For your state, you can go to your state's department of revenue website and follow the prompts to see where you need to mail your return depending on if you owe taxes or are due a refund.
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