If the employer closed the year end payroll early (some do) and they add it to the January payroll so that they can get out the year end statements in time then it might not be a problem. If you do not get the pay at all then it might be illegal. Only you can decide what to do - often when employers get an employee complaint filed against them they decide that they no longer need that employees services.
**Disclaimer: This post is for discussion purposes only and is NOT tax advice. The author takes no responsibility for the accuracy of any information in this post.**
