If both you and your wife are nonresident aliens the answer is generally NO, for federal income tax purposes. In limited cases, a spousal exemption may be claimed, but this is not the same as filing a joint return and is discussed in the “exemptions” section of the instructions for the 1040NR. State filing rules may be different.
For information on filing a joint tax return, refer to IRS Publication 519, U.S. Tax Guide for Aliens.