You have up to 3 years from the due date to file a return. So until April 15, 2017 you can go back to 2013, 2014, and 2015 and file those years if needed, and get refunds if they are due you.
If you do not have the W-2's for prior years, first contact the employer to try to get them.
If you can't get them from the employer, then follow the guidelines in the link below to get the prior W-2's as they are needed to file a prior year return.
https://www.irs.gov/help-resources/tools-faqs/faqs-for-individuals/frequently-asked-tax-questions-an...