Unfiled Tax Returns Some people avoid filing their tax returns because they don’t want to pay taxes to the IRS. Other simply forget or don’t know they need to file. Whatever the reason, having several years of unfiled tax returns can create problems whether you are due a refund or have a balance due to the IRS. File To Get Your Refund If you don’t file, you can’t get your tax refund. Every year, taxpayers fail to file and let the IRS hold their money interest-free. If you don’t file your return within three years of the due date, you forfeit your right to the refund money, and the IRS won’t even use this money toward any balance you owe.