Seriously?
OK, for all the past years, you can pretty much assume that you were due a refund. When the IRS gets a W-2 but no tax return, they create a substitute tax return in their computer. If the IRS calculated that you owed tax, they would have sent you a bill, but they won't send a refund if you don't actually file a return to request it.
Any refund due for 2016 and earlier is lost. A refund claim for 2017 must be filed by May 17, 2021. the deadlines to file refund claims for 2018 and 2019 would be in 2022 and 2023.
You may want to file a 2017, 2018 and 2019 return. You will have to buy Turbotax for each year separately here, report your income for that year only, and print your returns, sign them, and mail them in. (Separately of course). https://turbotax.intuit.com/personal-taxes/past-years-products/
For 2020 you can file online, probably for free if your return is simple.
The IRS can audit you for 3 years from the date you file, so if you never file, the audit clock never runs out. So the IRS could audit you all the way back to 2011 if they wanted to. However, it will cost quite a bit to file, unless you want to download the individual forms and do it yourself (this is not that hard, just made sure you get the correct forms and instructions for each past year). You aren't at that much audit risk if you are just working a regular W-2 job, but if you had investments, rental property, a personal business, or were doing anything shady, you should probably see a professional.
