As indicated by xmasbaby0 your employer is required to issue your W2 by January 31st and all of your W2's should be reported on your tax return.
If you do not receive one from your current or previous employer, contact the employer first.
If you still cannot obtain one, you have a few other options, including requesting a Wage and Income Transcript from IRS. See these links for more information:
What if I don't receive my W2?
Get Transcript from IRS.gov
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