No, you do not need to contact the IRS. There is nothing they can do for you. You need to get another copy of your W-2 and file your tax return. (It's a tax return, not a report.) If you are getting a refund there is no penalty for filing late.
The best way to get your W-2 is to ask your employer for another copy.
If you lived and worked in a state that does not have state income tax, a Wage and Income Transcript from the IRS will list the information from your W-2, but it is not in the format of an actual W-2 form and it does not include the state and local information (boxes 15 - 20). Go to Get Your Tax Record on the IRS web site to get a transcript. You want a Wage and Income Transcript, not a Tax Return Transcript.
You can get a copy of your W-2 from the Social Security Administration for a fee of $126. See the following link.
How can I get a copy of my wage and tax statements (Form W-2)?
Form W-4 is the form that you fill out and give to your employer to determine how much tax to have withheld from your pay. You do not get a W-4 from your employer, and you do not need a W-4 to file your tax return.
