If you know the amount to enter, you can file without them. Remember, an alternate copy was sent to the IRS.
If you have wages, that's pretty hard to do without a W-2 from the employer. In that case contact the IRS about a missing w-2.
Because The IRS does consider unemployment income as taxable income, as do most states. Please review the following helpful articles.
Get a copy of your 1099-G
https://ttlc.intuit.com/replies/5758536
https://ttlc.intuit.com/replies/3301772
https://ttlc.intuit.com/replies/4768356