For federal, Where to mail federal paper returns
https://www.irs.gov/uac/where-to-file-paper-tax-returns-with-or-without-a-payment
For state check your state's website.
When you mail a tax return, you need to attach any documents showing tax withheld, such as your W-2’s or any 1099’s. Use a mailing service that will track it, such as UPS or certified mail so you will know the IRS received the return.