Just ask them. Do they have your right address? Did you move? They have until the end of January to get it to you.
You can get your W2 information from the IRS, see this….
http://www.irs.gov/taxtopics/tc159.html You can get a copy of your W2 from Social Security for $37
https://faq.ssa.gov/ics/support/KBAnswer.asp?questionID=3836
