Yes, it is January 31st and W-2s and 1099s are suppose to be out. But we all know that some employers have not got them done yet, especially 1099s. So if you still don't have your W-2s, what do you do? First give them a few more days. They law is that they have to be mailed by today not in your hands.
Still no shows, the first thing you have to do is contact the employer. They may have been mailed and returned. They may be waiting for you to pick them up. Are they on line and you have to print them off yourself?
If you don't have your W-2 by February 15th, you can them contact the IRS at 800-829-1040, You need to have yours and your employer's name, address and phone number.
If you make reasonable attempts to get your W-2 and still don't receive them, the next step may be to create a substitute W-2 on Form 4852. For this you need to re-create to what you were paid (this is why you keep your check stubs). This is signed and sent in with the return just like a W-2.
The most important thing to remember is that you are required to report on your tax return all income you receive. Even if you don't get a W-2 or 1099, you have to report the money.