One stock was delisted in 2012 and another one was delisted in 2015. I didn't receive any notices, letters or tax documents from neither the delisted stocks' companies nor the stock trading firm. Can I still claim them as loss?
No unless you can establish that the stock is indeed worthless.
Delisting does not necessarily make the stock worthless (although the company is probably not in good shape at this point). Regardless of the reason for the company's delisting, you would still need to sell these stocks through your broker in order to claim the losses in most cases.
Delisting does mean the you can no longer sell these shares in a normal transaction. For a period of time, though, it's likely that speculators will be willing to purchase shares at some dirt-cheap price through a quotation system known as the pink sheet. As a result, your shares are not completely worthless. They're just nearly worthless.
So to establish your loss you will need to sell these shares to your broker for some nominal amount. However, if the company is insolvent and you have documentation to establish this fact, you may be able to take the loss in the year the company no longer exists. You will want to contact your broker to see if the company for which you hold these stocks is indeed worthless.
If your stock meets the IRS guidelines for being a worthless stock, you will report this worthless stock in TurboTax Online or Desktop using the follow these steps:
Delisted does not necessarily mean having no value. Are the companies still in business? You have to “realize” your loss, meaning either you sell the stocks to someone else, even for some very low value (your broker might help you with this) or you have to have some declaration that they are actually worthless, not merely worth very little.
Also, any losses from 2012 or 2015 are too long ago to actually result in a tax benefit, even if you claim them. You would need the realized date of the loss to be in 2016 or later, then you could claim the loss on an amended return and see if they gets you an additional refund.