I Married An American...

I'm a Canadian girl who spontaneously married my American boyfriend in Massachusetts.

Here's the timeline:

04/27/2009: Enter USA as Visitor
06/04/2009: Spontaneously marry my American boyfriend - yay!
06/19/2009: Mail Form I-485, I-130, I-765, and I-131 to USCIS
06/21/2009: USCIS Receipt Date
06/24/2009: USCIS Notice Date
07/09/2009: Request for Initial Evidence (I-485) - insufficient tax documentation
07/17/2009: Mailed off requested evidence - Added a joint sponsor with required tax documentation, and reiterated that my husband doesn't earn an income and so doesn't have any tax documentation for the recent tax year. I sent the most recent available tax documentation he had though, which was from 2005.
07/28/2009: Finger Printing Appointment for I485 and I765

Anyone else in the same/similar position? Now what?

AFAIK, even if a US citizen has no income, they are still required by law to file a tax return.

Now you just sit and wait.

Unless he had no income, the limit for filing a tax return is $3,500. That's why they ask for it.