Hello, I am a US resident alien right now and my wife came in us in May 2009 and stay here the rest of 09 with a H-4 visa. If we want to file jointly, besides my SSN, does my wife have to have an ITIN to file with me? She doesn't have a income.

If yes, does she have to have a ITIN first so that we can file or we can file while applying for an ITIN to IRS? Thank you very much.

Wife must have an ITIN. File Form W7, check box (e) and put in your name and SS number on that line.
Get your wife's passport certified at a notary.
Send your tax return, the W7 and certified copy of her passport to:
Internal Revenue Service
ITIN Operation
P.O. Box 149342
Austin, TX 78714-9342

Thank you for your help.
After going through the W-7 form, I am a little confused about the check box C and E. My wife came US in May, 09 and stayed the rest of the year with H-4, so she should be treated as resident alien, right?
In this case, which box we should check.

As a certifying acceptance agent my advice to you is to check box (e).

Thank you very much!