Did you contact the employer and get the form mailed or emailed to you ?
If you cannot obtain the W-2 from your employer, then for a fee of $37 you can get a complete copy of a W-2 from the Social Security Administration - https://faq.ssa.gov/ics/support/KBAnswer.asp?questionID=3836
You can get a free Wage and Income transcript from the IRS by completing a Form 4506-T - http://www.irs.gov/pub/irs-pdf/f4506t.pdf however it will not have the State information on it.
See this IRS website for transcripts - http://www.irs.gov/Individuals/Get-Transcript
For a fee of $50 you can get a complete federal tax return to include copies of W-2's from the IRS by
completing Form 4506 - http://www.irs.gov/pub/irs-pdf/f4506.pdf
See this IRS Tax Topic - http://www.irs.gov/taxtopics/tc159.html
