NO.  You file ONE tax return and put everything on it.  You do not file multiple Form 1040's with bits of information.  Once you file one return, any others you try to file will be rejected.  Then you end up in the mess of having to amend your original tax return--a process that takes about four months.  Amending a tax return is no picnic. 

Many tax documents that you need do not arrive until late January or even February

            WAIT until you have everything.

NO...it needs to be done all at the same time.   wait for all your forms.

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Now, if you accidentally leave something off when you e-file...( I stress accidentally ) ....you can go thru a special "Amend" process in Late Feb or March....but that can be confusing and cumbersome, and requires you to print and snail-MAIL-in the Amended forms yourself, at the Post office.  Those amended forms can take several months to get manually processed.

Thanks for the answer to the fair question.