After you file

You;ve been filing using the wrong status. you're married. therefore, you should have been filing as married separate (possibly head of household). since your spouse does not have an SSN or ITIN and you have chosen not to file jointly, you'll need to mail in your return. 

https://www.irs.gov/individuals/international-taxpayers/nonresident-spouse  

you should file amended returns for the open years where you claimed single. the only things that change are the filing status which may change your tax liability and listing your spouse