I saw the same thing when I tried to import my Fidelity tax forms (5 minutes ago).
I have gotten paper copies and can access them on the Fidelity website. That doesn't necessarily mean Fidelity (or other banks and brokerages) have made them available through the TurboTax import tool,
I'll be trying again first thing tomorrow morning, since 1/30/17 lasts for another 9+ hours.