You cannot do that.  Your W-2 for 2015 has to be filed on a 2015 tax return.  If you did file a 2015 return and forgot to include it, then you have to amend that tax return.  If you just did not file for 2015 then you can still prepare a 2015 tax return using 2015 software or forms you get from the IRS.  But each tax year has to be separate.  You cannot combine income from other tax years onto your 2017 return,

 If you need to prepare a return for 2014, 2015, or 2016 you can purchase and download desktop software to do it, then print, sign,  and mail the return(s)

https://turbotax.intuit.com/personal-taxes/past-years-products/

  (if you want to prepare on paper for free:  )

You can download the Forms and Instructions from the IRS web site:

https://www.irs.gov/forms-pubs

Remember to prepare your state return as well—if you live in a state that has a state income tax.