Yes you must file your 2016 Tax Return with your 2016 W2 this year before April 18, 2016 or file an extension to file by October 15, 2017.
You cannot file your W2 from 2015 with your 2016 Tax Return. The forms and electronic formats provided by the IRS indicate which Tax Year they are being filed for. Additionally you can no longer file for Tax year 2015 on TurboTax Online. You must purchase a TurboTax Desktop product in order to file a 2015 Tax Return. You can purchase 2015 TurboTax software from a third-party vendor or you can purchase it directly from TurboTax by clicking on the following Link:
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Past Years' Tax Returns