If you don't know what address your W2 was sent to, you can always give your employer a call.
If you have moved recently for example, you may need to update the address they have, and they shouldn't have a problem sending you out a new copy to the correct address.
Just remember that it will take until the end of January for W2 forms to first go out anyway, so it may take a few extra weeks to amend your address and receive a new copy of your W2.
After the January deadline, you can begin chasing up what is going on, first with employer, then with the IRS themselves if the employer is not helpful.