Can the finance company file criminal charges on a charged off car loan if the car is not turned in?

Yes. They can file criminal charges since they are the direct owner of the vehicle since you have defaulted on the loan. When you are in repossession status, you really need to not run from them because they have the power to add your VIN number to the police and report as stolen. You do not want to runaway from the lien holder if you are in default. This can lead to Auto Theft or Grand Theft Auto depending on how much the car is worth

Both are at least Class C and B Offenses in most states. So I suggest you return the car ASAP to avoid of getting charged.