Yes, but keep them and WAIT. The IRS will send you a letter informing you of what you forgot, with instructions on exactly what you need to do and where to mail them. Don't try to jump the gun and send them in on your own. You have to do this the IRS's way. Otherwise, your W-2's will never "marry up" with your return, and you'll have a real headache then.
Expect to receive the letter from the IRS in about 3 weeks, give or take a few days.