Yes they must send you a W-2 before the end of January. If they do not call them. If they do not respond, then you report to IRS.
This answer is provided for informational purposes only. Actual legal advice can only be provided in an office consultation by an attorney licensed in your jurisdiction, with experience in the area of law in which your concern lies.
Your employer is required to give you a form W-2 by the end of January. If they do not, call them and request a copy. Let them know that if they do not comply you will report it to the IRS and Social Security Administration. Then if they do not comply report them. You can also file your return with a substitute W-2 form if you can calculate what was withheld from your check with reasonable accuracy.
Any individual seeking legal advice for their own situation should retain their own legal counsel as this response provides information that is general in nature and not specific to any person's unique situation. Circular 230 Disclaimer - Advice given in this response cannot be used to eliminate penalties with the IRS or any other governmental agency.