The tax return is always required with the I-864 along with W-2 and letter from the employer. You should speak with an experienced immigration attorney to ensure your application is properly filed and to avoid unnecessary delays in processing your matter and worse case a denial of your application for failure to submit proper documentation. Good luck!
You need to send tax returns. These are the perils of filing out an immigration application without an attorney.
Please be advised my answers to questions does not constitute legal advise and you should not rely on it, due to the fact that we have never met, I have not been aprised of the facts in you case nor have I reviewed any documents.
If you have to file an affidavit of support the signer must include his tax return, with attachments, especially W2 forms for the most recent tax year. If the signer on the I864 is not the petitioner, he should also submit proof he is a U.S. citizen or permanent resident, Whether consular processing or adjusting status, the sponsor will also be asked to 1) submit a recent letter from his employer updating his employment information 2) pay stubs for the past two months. Don't worry about either of these until the final interview.
This response does not create an attorney client relationship and is for informational purposes only. Before acting on this information you should discuss your problem with an immigration attorney.