While doing my PA state income tax return it said to mail the 1099 R and W2s, I wasn't given the mailing adress, do i also send the return?

[CherylW]

Yes, send your state return, along with any W-2s or 1099s that had tax withheld.Here's a list of mailing addresses for the IRS by state:

Federal Form 1040 

Here's a list of states' Department or Revenue's websites.  Scroll down, choose the state, and you'll get their Taxation Division's webpage:

All States