Trump released his tax returns from 2000 - 2004, while under audit, to officials in PA & NJ in a bid for casino licenses. But he's refusing to release even those same old returns now.
There's a great detailed article about this issue here.
Releasing tax returns is a part of the presidential vetting process. Nixon even did it WHILE UNDER AUDIT. Trump is hiding something big, other than the fact that he's so dodgy that he's audited every year for decades now.