It goes against what I have always done with a series of late returns which is to file the newest return first and work backwards but in this case, I would file the older ones first so the taxes can be assessed and then have the newer ones reduce the tax and penalties.  You are too late for 2013 and 2014 refunds. 2015 will depend on whether or not there was an extension filed. I believe there will be a flurry of letters no matter what the order of filing them is.