I earned a small amount (<$700) with no taxes withheld from a second job but did not receive a W-2 or 1099-MISC. Do I have to claim the income?

I make an average amount with taxes withheld on my primary job. I am getting mixed answers to this question. Some people say report all income; others say that if earnings are small, no taxes withheld, and company didn't send W-2 or 1099 (which means they didn't report those earnings to the IRS???), then no need to report.