I have joined one compay on Apr 2009 and I have send the W-4 form with the status of "Single" (I was not married that time). Then I got married on Aug 2009. We both came to USA togather on Sep 2009. I am on H1B Visa and my wife is on H4 Visa.

1. Do I need to resent the W-4 matrial status with married Status to my employer? Is that requied to do?
2. My wife is on H4 Visa and not working, While filling the Tax What matrial status I need to select and which matrial status will give me a good Tax benefit?

1) You are NOT required to do so, and changing the W-4 will only have a marginal effect on your withholding, because the IRS requires foreign nationals to withhold at either the SINGLE status with no more than ONE allowance or MARRIED status with no more than TWO allowances. This is done to ensure that enough money is withheld from your salary to cover your tax liabilities.

2) File jointly with your wife, with you both CHOOSING to be treated as resident aliens for allof 2009. That will probably result in the best situation tax-wise.