you should have last 5 years tax returns when you come for the interview, if you do not, you better have an explanation as to how you have supported yourself during that time in the form of an affidavit - when have such an issue, it is best to work with an attorney
This is not legal advice and a client attorney relationship is not created. For a free consultation call (718)234-5588.
The application requires you to confirm you have satisfied the tax filing requirements. Generally speaking, it is not necessary to present tax returns. The issue whether the alien has complied with the law. Depending upon a person's income, they may have had no requirement to file a tax return.
Consult with an experienced immigration attorney who can review the specifics of your case and advise you how best to proceed.
While this answer is provided by a Florida Bar Certified Expert in Immigration and Nationality Law, it is for general information purposes only and an attorney/client relationship is neither intended nor created. You should seek out qualified counsel to review your case and provide you with advice specific to your situation. Call +1-561-478-5353 to schedule a consultation with Mr. Devore.
What immigration wants to know is whether you filed your tax returns the years that you were obligated to do so. If there were any years when because of your specific situation you were not required to file taxes, you should be ok. Probably you should consult an accountat to make sure you have your tax situation in order before filing for your naturalization.