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.