Although only one W-2 is needed, it is not unusual for employers to issue a separate W-2 for each state.
In your case (NY with an aggressive income tax and TX with no income tax), you will probably only get one.
But, you haven't asked your real question; that is: can NY tax the income you earned in TX. The answer is: it depends on the details. For guidance see:
http://www.journalofaccountancy.com/issues/2009/jun/20091371.html. Simple answer: they can if they want to and you have only a small chance of getting a refund if your employer withheld for NY