If you did not get a W2 from your employer because they are no longer in business, you can do the best you can to recreate a W2 for tax purposes. If you have a W2 from last year, the number will be listed. If you can contact the owner or the payroll company that serviced the business, they would also have the information.
Without a EIN, you can still file, but you will need to print a copy of your return and mail it.
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