What do I do if divorce papers were returned to court due to incorrect address/no known address

You will have to investigate more to see if you can find the defendant's address, and if you cannot, you can serve them by publication.  You will however, have to make reasonable efforts to locate the defendant, and you must prepare and file an affidavit with the court that outlines each and every action that you took to locate the other party.  Also in my experience, the newspapers generally charge somewhere between $300 and $500 to publish the notice in the paper for you.  If you plan to do service by publication, I would definitely suggest you hire an attorney to handle it for you, because it is a  pretty complicated process.