For tax, you better request and obtain Tax Transcripts from IRS. It is free and it usually takes 2-3 to get them. Just call 1-800 IRS number and request transcripts for last 5 years (explain them you need this for immigration application). A copy of federal returns can help, but USCIS can not validate them as they are not produced by IRS.
In my case, I also brought a copy of state tax return (as my state revenue agency did not offer tax transcripts) plus reports on property tax/receipts (in case you own property). Hope this helps.
Why this is important: it provides a documentary support for tax and residency related questions (eg. if you stated, you did not fail to file a return, you do not owe taxes, never claimed to be non-resident, etc). Also, if you apply on 3 year rules- marriage, a joint tax return is a good support for the state of marriage- union.