We owe $0 on both state and federal. We are retired, getting SS and annuity. We are not getting any money returned to use. Do we still have to file our tax returns?

[jerry2000 · Accepted solution]

Whether you have to file a return or not does not depend on whether you owe or get a refund. It depends only on what your gross income is.
You can find the filing requirements in IRS Publication 501, at this link:
https://www.irs.gov/pub/irs-pdf/p501.pdf