From the IRS website directly:

1. Contact your employer first.  Ask your employer – or former employer – to send your W-2 if it has not already been sent. Make sure your employer has your correct address.
    
2. Contact the IRS. After February 14, you may call the IRS at 800-829-1040 if you have not yet received your W-2. Be prepared to provide your name, address, Social Security number and phone number. You should also have the following information when you call:
   
   • Your employer’s name, address and phone number;
   • Your employment dates; and
   • An estimate of your wages and federal income tax withheld in 2012, based upon your final pay stub or leave-and-earnings statement, if available.

https://www.irs.gov/newsroom/missing-your-w2-here-is-what-to-do

I did this and the IRS is still wanting paystubs. My employer is out of business and cannot be reached and never issued me a W2 or any paystubs.

You can get a wage and income transcript from the IRS:  It will not show the actual W-2, 1099’s, etc, but will show the income information the IRS received.  It will not, however, show your state information. It will only show the federal information.

https://www.irs.gov/individuals/get-transcript

Or you can pay the IRS $43 for an actual copy of your tax return which will include copies of your W-2’s     

https://www.irs.gov/pub/irs-pdf/f4506.pdf

https://ttlc.intuit.com/questions/2561916-how-can-i-get-a-copy-of-my-w-2