There are online providers such as w2express that will allow you to download your W2 if employer has made it available. Many Employers are making their W-2 forms available on the internet since it makes submitting income taxes less complicated.
TurboTax has import partners that make it easy to import your W2 directly into your TurboTax return. https://www.partner.turbotax.com/top_partner_list.html
Please see below for more information on how to import your W2 directly into your TurboTax return: