Honestly I've never had to deal with filing tax forms before which is why I'm very vague on the issue.
Profile wise I'm and EU citizen (British) and have been on an year long internship in Munich which has just drawn to a close.
Taxes came out of the wages every month but I was led to believe that a sizeable amount (in the region of a few hundred euros) would be returned if the suitable form was filled out and returned (the money would come at the end of the tax year I think).