Well this is rather annoying. When I moved from New York to New Jersey at the beginning of the year I made numerous change of address notifications. One of them was to my former employer, IBM, which is paying me (through direct deposit) a monthly pension. IBM somehow recorded the last line of my new address as being "Princeston, NY 08540" instead of the correct "Princeton, NJ 08540". This was rather dumb of them as the zip code and the state are incompatible and a simple check would detect this. However the post office managed to deliver the confirmation to my new address and I didn't notice the error until I received a year end summary showing all the state withholding had gone to New York instead of New Jersey. So now I will have to file a New York return just to get these payments back.
I guess the lesson here is that just because the post office manages to deliver something doesn't mean the address was correct.