You should be able to retrieve your W-2 from the payroll processor's website.
If your employer refuses to give you a W-2, report them to the IRS at 800-829-1040.
You may find Year to Date State/City Tax Info on your last pay statement, which you can use to file with a Substitute W-2; however, you won't be able to Efile with this form in your return.
I would advise filing an Easy Extension to give you more time to get your W-2, so then you can Efile.
Here's more info on How do I file a substitute W-2 using Form 4852?