The W-2G is not "sent" with the fed or state returns ... only the info off that form  (and all other tax reporting forms ) is on the tax return ... the actual tax forms that you are issued are sent to the feds/state/SS admin by the issuers of those forms so they are not attached to the electronically filed  returns.   Only if you mail in the return are the paper forms required to be attached and only if they have fed/state/FICA taxes  withheld  on them.