Mailing addresses for Forms 941 ; Department of the Treasury Internal Revenue Service Kansas City, MO 64999-0005. Internal Revenue Service PO Box 806532You may file your withholding returns online at tap.utah.gov. You must include your FEIN and withholding account ID number on each return. Overpayment as a nonemployee, file Form 941 for each delinquent quarter. How Do You File Form 941X? To start, download Form 941-X from the Internal Revenue Service website.