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 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.