No need to worry at this point. It has only been less than three weeks from the date you file. If you use hand filled form and using post office, the tax returns need time to be process internally before they show up in the computer system.
1. I am assuming you are talking about your tax returns when you refer to forms.
2. If they owe you money, and they lost your tax return, you can always resubmit your tax return to get the refund. But don't do it. Give them at least 6 weeks to receive and process.
3. Hopefully, when you mailed the returns, you have gotten some type of receipt for your mailing. However, it is not a "fatal" issue.
4. For the federal tax return, if you have attached check, verify with the bank. Your returned check is your receipt of payment.
Even us professionals, filing with the best software available with professional service provider, we at least wait for three weeks before we even think about what is happening with the tax return.
5. No news is good news for now. If they change or modify your tax returns, they will send you notices to let you know the changes.
6. Next year, if you worry, use a type of mailing method which will give you a return receipt or delivery confirmation so that you will not worry.
Please feel free to follow up.