Hello,
I am Ahmed citizen of India and was working in Philadelphia on J1 visa (worked less than 2 years), I moved from Philadelphia to India in October 2011 and did not return back to USA. As long as I was in USA I was single (unmarried), I got married in November 2011. So, while filing my returns for the year 2011 what will be my filing status? Should I check single nonresident alien? (as I was single throughout my stay in USA) or Married nonresident alien?

Also Please tell me whether to fill form 1040EZ or 1040NR-EZ?

Please help me in this regard.

You would file Form 1040NR-EZ as a MARRIED non-resident alien, since the IRS considers you married for the ENTIRE year of 2011 if you are married on 31 December 2011.