If you're referring to a 2018 employer, they may still issue your W-2 early next year, when W-2s are typically issued. Even though your employer is "no longer around", you should still receive your documents in a timely fashion.
Make sure you've had your mail forwarded by the USPS to your new address and that you've changed your address officially with the IRS. You'll need to complete Form 8222 and mail it to the IRS, if you haven't already done so. I've linked that form below.
https://www.irs.gov/pub/irs-pdf/f8822.pdf
*** I am NOT a tax expert. I am a seasoned TurboTax user, and volunteer to provide assistance to TT users. Nothing I post is to be considered TAX ADVICE; I bear no legal liability for responses.***