I don't have a Social Security Number and I want to open a bank account. The bank needs some sort of identification like the ITIN to obtain one. I am a college student and unemployed. Can I apply for ITIN without filing a tax?

You need to get a SIGNED letter from the bank stating that you have a legal requirement for the ITIN.

Then complete Form W-7, SIGN IT and attach the bank letter to the W-7, and mail it to the address in the W-7 instructions.