I have been on F1 visa from 2008 and 20010 and I didn't have any income. So I didn't do any tax return file but I came to know that I was suppose to. Can I still file for the year 2008, 2009 along with 2010?

You do NOT have to file a tax return if you had no income.

What you had to file is Form 8843 (two-page version with signature). You can download that form from Internal Revenue Service (http://www.irs.gov) for each year and mail it to the Austin, Texas address in the instructions.

Better late than never!

Thank! But after graduating in May 2010 I had OPT and worked for 2 months in USA and I had income.Now I am back to my country. So do I need to fill up something different for the year 2010 other 2008 or 2009? Can I submit three of them together?

Then, for 2010, you will have to file Form 1040NR-EZ with the Form 8843.

Submit the 2008 and 2009 Forms 8843 immediately.

You have to wait until next year to submit the Form 1040NR-EZ with the Form 8843 for 2010.