I lost a job during the previous year but was paid for the first three months of the year and received no tax form. How would this be fixed?

I was laid off from my previous job on March 30th, 2016. 

I don't remember receiving any tax form and none are in my documents. How can this be fixed? Or should it not be worried about?

There's a possibility that they were still using a previous address I had in their system when I first got the job.