"Be patient. Give it a little more time," says Kay Bell with Bankrate.com.
Bell says your earnings form may be on its way. Employers are required to send your W-2 form by the end of January. That doesn't mean it has to be in your hands by then.
"But if it doesn't show up by the middle of the month, either in your snail box or your email box, then you need to start bugging some people.
"You need to call your employer and go, 'What's the deal, where is my W-2?'" Bell says.
"A lot of times they'll tell you that they're running a little behind even though they could technically be penalized by the IRS for not getting them out on time."
If your employer sent the W-2 and it got lost, you need to get them to issue a replacement.
If for some reason, you don't think you're going to get that earnings statement, you can use IRS form 4852, which serves as a substitute W-2.
For more information
Bankrate.com: 'What to do if you dont get your W-2?
IRS: What to do if W-2 or form 1099-R is incorrect or missing?