Unable to receive a W-2 from a former employer what do I do if not went out of business just getting the runaround don't know what to do .and I have moved.

Was told manager had my W-2s went to pick up my W-2s then was told at that time that it was mailed have not received it in the mail. don't know if it's been lost employer said too bad there's nothing they can do they did mail it what do I do