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You cannot efile a return with NRA in the field of the SSN/ITIN, that is a limitation set by the IRS. If you apply for an ITIN, you would still file by regular mail the year you apply for it (and if you apply late in the tax year, possibly the following year as well), but after that, you would be able to efile with the ITIN. However, you said you are in the process of getting SSNs for your wife and children, so requesting an ITIN now would not provide you any advantage and might delay the SSN applications