It's not clear what you mean by "an individual return." You can't file as single for years that you were married, even though your spouse is now deceased. You have to file as either married filing separately or married filing jointly. This applies to 2016, the year of your spouse's death, as well.
There is a possible exception for any year in which your spouse did not live with you for the last 6 months of the year, and a dependent child did live with you. There are also additional considerations if you live in a community property state.
You haven't given any details of your situation. Reconstructing your deceased spouse's income and other information going back four years is not going to be easy. I suggest that you consult a local tax professional who can review the details of your situation and advise you on how to proceed.
