You should start first with trying obtain those from your employer. If you are unable to obtain the W2 from your employer you can obtain a copy of the W2 from the Social Security Administration, but there is a fee.
Please see these links for more information:
Click the link below for information regarding obtaining a W2 from the Social Security Administration:
https://faq.ssa.gov/en-us/Topic/article/KA-02501