You don’t need paper copies of your return. Electronic copies will work just fine. You do need your electronic files in a format that does not allow easy alteration. PDFs and TIFFs are preferred and can be used to keep not only for returns but also as receipts and supporting documents.
Electronic record keeping allows you to easily keep back files in the cloud, or to use a USB drive that you can easily take with you. Paper files take up lots of space, attract bugs and can easily be lost in a disaster. Electronic records can be safely stored in multiple locations and don’t require storage space.