I filed my taxes last year and never got a return. Records show they were filed but that is it. Never a confirmation or any refund. What do I do now? Where should I look?

First, contact the IRS and tell them you never got the refund.

It wll take awhile, but once they confirm that the check was never cashed (and once you sign documents saying you did not get the refund), they will issue you a replacement check.