The 401(k) plan administrator must always issue a Form 1099-R reporting the distribution from the plan that is rolled over (as long as the amount in question is $10 or more). Contact the plan administrator to obtain the missing Form 1099-R.
(The answers suggesting that a Form 1099-R might not be required apply only to IRA-to-IRA trustee-to-trustee transfers, not to rollovers from a 401(k).)
