Why are you asking that? Have you gotten behind in filing your tax returns? Have you been receiving taxable income that you did not file? Or are you a non-filer who just wants to get a stimulus check?
What if I do not file my tax return?
https://ttlc.intuit.com/questions/2572308-what-happens-if-i-don-t-file-my-taxes
Who has to file?
http://www.irs.gov/uac/Do-I-Need-to-File-a-Tax-Return%3F
If you need to get caught up on filing, TurboTax can provide software for as far back as 2016.
https://ttlc.intuit.com/questions/1900990-how-do-i-file-a-prior-year-tax-return
@sace6six Six years? Yikes. Do you have the income documents like your W-2's and/or 1099's? If not, you can start working on getting them gathered together --- there are ways to get them. If you are that far behind you may be best off having a tax professional help you get it all sorted out and prepare those returns. If you had tax refunds coming you have forfeited any refunds for earlier than 2016. If you owe tax due, you also owe interest and penalties, which could be substantial. A tax professional may be able to negotiate with the IRS if you owe a lot.
This is not something to bury your head in the sand about. Get it taken care of. I know someone who ignored his obligation to file his returns for quite a few years----then he had emergency heart surgery, needed to go on disability, and it took several years to get his tax situation sorted out with the IRS and Social Security so he could get disability. Remember, not filing your tax returns also messes with your future Social Security and Medicare benefits.
https://ttlc.intuit.com/questions/2561916-how-can-i-get-a-copy-of-my-w-2
W-2's come from your employer. You might need to phone, email and/or snail mail an old employer to make sure they know where to send your W-2.
Other ways to get W-2’s:
Pay Social Security $86 per W-2:
You can get a wage and income transcript from the IRS: It will not show the actual W-2, 1099’s, etc, but will show the income information the IRS received. It will not, however, show your state information. It will only show the federal information.
https://www.irs.gov/individuals/get-transcript
There are about two dozen kinds of 1099's. A 1099Misc is typically issued by an individual or business for whom you performed work as an independent contractor, so seek a copy from them if you did not save yours. Many of the other types of 1099's are issued by banks, brokerages and other financial institutions from which you can seek copies.
Only 2017 and 2018 can be filed for a refund.
The deadline for the earlier years has passed.
If you would get a refund for those earlier years, there's no reason to file you already paid your tax via withholding..
BUT
hold on to any documents you do have ...