I live in NY State and need to fill in the NY State Tax. Married filing
Jointly
I have applied for ITIN for my Wife just 1 week ago and haven't received it yet.

Can I file the NY State return?
Do I need to attach any proof that I have applied for her ITIN and am waiting?
I will be getting a refund from NY State since currently listed as single in my company.

Do I need to apply for an extension?

Thanks...

You must wait for the ITIN before you can file the NY state return. No extension is required if you have a refund due.