Yes, your employer is required to give you, or mail out your W-2 form by January 31, even if you no longer work there. As long as they have your current address, it may just be a matter of waiting for it to be delivered in the mail.
As xmasbaby says, contact them by whatever means is best for you.
If your employer has made your W-2 available electronically, you can get the form online.
If you still don't have your W-2 form by the end of February, you should contact the IRS for help. They will contact your employer and remind them of their obligation to provide your W-2 by January 31.
Follow this link to get details about how to complete your return if you can't get your W-2 or 1099 forms.
If you still don't get the form, you can file using Form 4852, Substitute for W-2, and the information that you have about the wages you were paid. Follow this link to learn how to do this in TurboTax.