In the United States, tax returns and supporting information have to be kept for many years. E.g., http://www.360financialliteracy.org/Topics/Taxes/FAQs-Calculators-More/How-long-should-I-keep-copies-of-my-tax-returns (mirror):
Generally, you should keep your tax returns and supporting information (i.e., receipts, W-2 forms, bank statements) for six to seven years. The IRS has three years to audit a return, or two years after you have paid the tax, whichever is later. However, if income was underreported by at least 25 percent, the IRS can look back six years, and there is no time limit for fraudulent tax returns.
Can I keep a scan of the tax returns and supporting information instead of the papers?