The status on the W-4 that is submitted to the employer for tax withholding is not relevant to the status on your tax return.

There is no reason to get a corrected W-2 if the wages and income taxes withheld and other tax data is correct.

Just enter the W-2 as received on your tax return that you are filing as Married Filing Jointly.

We COMPARED  paystubs where my wife's status MARRIED and SINGLE... She paid way more taxes in SINGLE paystubs...

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@dkuprin wrote:

We COMPARED  paystubs where my wife's status MARRIED and SINGLE... She paid way more taxes in SINGLE paystubs...

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Then you will be entering more tax payments on your tax return which will probably mean you will be receiving a larger tax refund.

However, if she has original tax stubs showing that she paid less taxes than is reported on her W-2, then you do have an issue.  

Yes that's ok.  Then she might get a refund on the tax return.  I'm married but at work I Claimed Single to have more withholding taken out.  It will all be reconciled on your tax return.  What you claim at work doesn't have to match your actual tax return.  The withholding is just an estimate to cover the tax on your total income.