You will need to mail the federal with the W7 and wait until you receive the ITIN before you file the state. To make sure that your rights are protected and that you are not late, you should also file an extension for your federal and state taxes.
If everything gets done on time and you get your ITIN, then you can file the state taxes when you get the ITIN. But if the IRS is late with the ITIN, the extension will protect you from being late with the state filing.
To file the federal extension go to the IRS Form 4868, fill in the form, print and mail it.
To file a state extension, you will need to find your state income tax website and follow their directins to file an extension for your state.
