You may want to reach out to Fidelity and see if they accidentally neglected to give you a form. If it is a pension check, it should be reported on a 1099-R.
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You probably have a NetBenefits account and Fidelity....if you log in there, you should be able to download a PDF of your 1099-R.
(If you've set your account to be "Green" by eliminating paper-mail, they may only be providing the 1099-R forms in the NetBenfits account, as PDF downloads that you have to access yourself).