I've contacted the AG about stuff in the past. He was a complete idiot. I contacted him about a state law that was being violated by a state government policy and he said he would forward the complaint to the FBI. Why? It has nothing to do with federal law!
Note: outing classified to an Inspector General not cleared, will still get you thrown in prison. Even pointing in a direction to start asking questions or getting cleared may carry legal consequences that OIG has no authority to protect you from, even if in the end you are in the right.
I've often thought the OIG should be charged with and have authority to countermand and investigate executive agency oversteps through unfettered access to all information regardless of classification in the Executive branch, but it'll never happen.
I very much respect my friends and colleagues who have made the other choice, but it's a lifelong sacrifice of liberties that are otherwise present.
Note that each agency has its own IG (usually within an OIG directly under the top-level of the agency), there is not a single central OIG.
This was the case with prosecutors. Then in 1870, President Ulysses S. Grant consolidated them under the DOJ [1]. The common portion of their work, criminal litigation, was specialised and conflicted enough that the benefits of densifying its practitioners outweighed the cost of distance from the field.
I argue a similar problem persists among our Auditors and Solicitors General. Yes, there are advantages to having them in house. But there are disadvantages, too, and the bad outweighs the good.
[1] https://en.wikipedia.org/wiki/United_States_Department_of_Ju...
State agencies often have their own IG or similar office, and DAs may not have jurisdiction over state agencies. Some states have centralized agencies that have general oversight of illegal activities in state and sometimes local agencies, as well (Bureau of State Audits in California, for instance.)
YMMV, but:
Many agencies have an Auditor General with a cadre of agents whose entire role is to investigate and publicly report on what that agency does wrong. Sadly, I can't think of any Auditor General's office with the power to punish. So if the agency is acting unconstitutionally or illegally because the governor or agency director wants them to, it's on the public to push for change. That's a hard ask.
For issues with state agencies, contact your District Attorney or state Attorney General. I've never done this, but it's stuck in my mind as the path to go. If other people want to report their dead end stories of doing this, I'd welcome the lesson.