If you don't receive your W-2 by January 31st contact your previous employer. If you don't receive your Form W-2 by February 15th contact the IRS for assistance at 1-800-829-1040
You should immediately contact your employer and usually they have a copy of all the W-2's filed with the IRS.
They will send you a copy of the original W-2. I would not file your tax return until you receive a copy of the W-2 return, unfortunately, this process may take a couple of weeks, but be patient, this is not unusual.