Hi,
I am working in US on H1B since July, 2010. My wife and 5 year old daughter have not yet come to US because they have not give H4 visa yet. Can I file tax return as married ? If yes, what all I need to do, could you please help me out on this ?

Thanks,
Gautam

Yes, you can file joint return for 2010. You can not claim your child as the child has never been to US.
If you file joint return, both must report worldwide income for 2010. Attach W-7 (ITIN application for you spouse) with your tax return. Your U.S. Tax Return: The U.S. Visas

Since your spouse is a non-resident alien, you will need to attach a statement that you both choose to treat your wife as a resident alien. Note that if you came to the US after July 2nd, you are a non-resident alien. In that case you would need to wait to file until you pass the SPT in 2011 to be able to file a joint return under the first year choice.

If ou file married filing separately, you would need to file a dual status return.

If you did not complete 183 days in 2010, you can file nonresident tax return.
You can also claim moving expenses using form 3903.