Yes. Keep a copy of the application form too. If you have not been issued an ITIN before the filing deadline, then you are still required to file on time. But without an ITIN you won't be able to e-file. You'll have to print, sign and mail the return to the IRS. If this happens, then you will also need to include a copy of your ITIN application with your mailed and signed return. Otherwise, the IRS will not process your return at all.
