I got married in November in Nepal and recently came back (1 week ago) to US in H1B and wife in H4.
I was in US and the status was H1B before leaving for Nepal. Now, I am planning to file income tax return.
Should I file as single or as married?
Asked one CPA (Indian) and he said that I can file as married and also I have to apply for ITIN.
Has anyone gone through same? I need some more clarity on it please

You can file single. Call IRS and see what they say when you ask how to get ITIN for your wife who never came here in the US, their answer will be 'YOUR WIFE DOESN'T NEED ITIN IF SHE HAS NEVER BEEN HERE IN THE US'. Yes, they'll yell at you like that.
But if you go to CPA and ask, their ready-made answer would be "Since you are married, you need to file as married."
Guess what, you can file as single, there is no way you can get her an ITIN if she's not here with you in the US. When she gets here, then you can think about ITIN because she needs to file an application for ITIN when you file your return.

https://ttlc.intuit.com/questions/2103348
Hope this will help you