If the check was requested via USPS First Class mail, it was most likely sent back to the "from" address specified in the request. Though this is the case the majority of the time, the end result of First Class checks is up to the discretion of the destination's local post office. With First Class mail, we recommend placing a Stop Payment with the bank to prevent anyone from depositing the check.
Learn more about what a Return to Sender scan means for your mail tracking.