I would look on the IRS website and find the code and cite it to your employer and tell them that federal law requires it.
Your question may involve some tax laws, which I cannot address. An accountant may be able to answer what regulation requires provision of a pay stub or w-2. Two suggestions based on the limited information you post. One, report your income regardless of whether the employer issues the w-2 and advise the IRS that the employer, by name, did not give you pay stubs or a w-2. Hopefully the employer made FICA contributions and submitted your deductions for wage taxes. If not, there are other implications here and may indicate some real financial problems with the employer. Second, contact the Labor Standards Bureau for the State of Wisconsin (Milwaukee office is 414-227-4384). They may be able to help, and they may advise you that you have the right to request your employment records from your employer. If the employer does not permit you to review your records or give you a copy at your expense, the Labor Standards Bureau will likely assist you by taking a complaint from you under the personnel records law. Hopefully, the employer will produce your wage information with your records.