Check depositing

Technically, legally, if it's made out to you AND him, then you both must endorse it. It's possible that if you just endorsed it yourself that the bank would accept the deposit. It just depends how finicky they're going to be about it. If you called the bank and asked, they would almost surely say that both signatures are required, but if you dropped it in an ATM with only your signature, they MIGHT just accept it.

You say you don't know where he is, which would presumably make it difficult to get his signature.

Probably the legally and morally right thing to do is contact the utility and tell them that your ex no longer lives here. If they refuse to send a check in your name only, perhaps they can credit the amount to your bill.