No W2's are late, the employers have until the end of January to mail out W2's. Since you have already submitted your return, you will have to wait until you find out if your returns are rejected or accepted. If they are rejected you can add your additional W-2 & re-transmit your return.
If your returns are accepted, you will have to amend your return to add the W-2. You cannot amend your return until the amendment form (1040X for Federal) is available which is sometime in mid to late February. You should also wait to amend your return until your original return has been fully processed. The IRS gets copies of all W-2's so they might send you a letter requesting the additional W-2
