Go to your state's website. If you do not know it, use Google. State websites usually end in dot gov. For example, California's website is ca.gov and New York's website is ny.gov.
Enter "refund status" on the search bar. If your state allows you to check on your refund status, you will be able to enter you information.
Enter any information required. Most states will need your Social Security number, your mailing address and your refund amount.