Once they process the W-7 they will send you the ITIN to you in the mail and forward the return for filing. Once you get the ITIN in the mail you can mail in the state return. Time to get the ITIN has been running 2 to 4 months.
Once the ITIN has been issued the paper federal return can also take 4 to 6 months to process ... nothing will be speedy this year.
