IRA ROLLOVER between institutions

I rolled over my IRAs (Both roll over and Roth) twice during the year - from Schwab to Vanguard, then from Vanguard to Fidelity.  Should I have received a 1099-r or another form that I can report that the money wasn't just taken out but was transferred to a new institution - or does the IRS just know this?  None of the institutions had any type of form like this in their "Tax" statements.