My husband has L1 visa, me and our 2 kids have L2 visa but only me and my husband have ssn, We arrived here in US Feb. 09. How are we going to apply for our kids ITIN so we can get tax refund for them? Also, are we going to file a non-resident or resident?

For 2009, you can file joint return as residents (married filing jointly) and claim the kids. You can also claim moving expenses.