Warning: This blog post may read like an infomercial or spam message, but trust me, it's neither.
Did you know that the States, Puerto Rico, and even some Canadian Provinces have an association called the National Association of Unclaimed Property Administrators (NAUPA)? And that the sole purpose of this organization is to return money owed to the people like you and I?
YEP! It's very easy to do (at least with New York State) based on personal experience. All you do is go to Unclaimed.org, the NAUPA homepage, and click on your state. Once there, you can do a search with just your name. The site may should you many listings if you have a common name, but you can match it with the addresses in the search results.
Pro Tip: You may want to look up in all states where you have either lived or worked. Good luck!