Hello, I live in US border with Mexico. I have been working for this full year (2011) in Mexico side, but living in US side. I have no w-2 for filing. What should I have to do in order to filing taxes. I am a US citizen. My husband also have no w-2 because unemployment.
Can we file jointly?

You MUST file tax return if your worldwide income is more than the filing requirement. On your tax return you must report worldwide income. Your U.S. Tax Return: U.S. Citizen or Resident with Foreign Income (http://taxipay.blogspot.com/2008/03/us-citizen-or-resident-with-foreign.html)

Yes, you CAN file jointly. The Mexican wages are reported on Line #7 of Form 1040.

The unemployment compensation is reported under Form 1099-G, which can probably be downloaded from the Texas Department of Labor website.

Note that you probably have to ile a Mexican tax return. If you must pay Mexican income taxes, you should claim the Foreign Tax Credit using Form 1116.

Yes you must file a return, and filing a joint return is the best option.