It's not uncommon to lose your only copy of your income tax return, just when the bank refinancing your mortgage asks you for a copy. Not to worry, though, as a tax preparer I am required by law to maintain copies of tax returns for the last three years, even if you are no longer a client of mine. Even if you go past the three year mark, (and only rarely will a bank care about something that far out of date), I keep copies of tax returns for existing clients close to indefinitely.

A related question often is: how much of my tax return do I have to provide to the bank? Basically, just the 1040 itself (both pages), and Schedules A, B, C, D & E. The rest of the return is just filler, and since the copy I provide to you includes a huge amount of extraneous schedules, save yourself and the bank some time and only give them what they actually want.