If you did not file a return for a previous year, you can always file it late. It is better to get things on the record with your signature. The IRS can audit you for 3 years, but the clock doesn't start until you file, so if you don't file for a certain year, they can audit you forever.
Consumer software may not be available depending on how old the missing return is, but you can see a tax pro or download the forms and instructions for the proper year and do your taxes by hand.
Also, if you calculate that you are owed a refund, it won't be paid if you file more than 3 years late. But filing is still a better idea than leaving your records blank.
