This link was shared on Facebook and is really helpful OP.

http://www.homeworksolutions.com/knowledge-center/nanny-question-what-do-i-do-i-didnt-get-a-w-2/

How were you being paid the whole year? If you were being paid on payroll you shouldn't have an issue with a W-2. If you were being paid cash - well, too late, you should have addressed this before.

File a missing W2 while looking for a new job. The IRS will deal with them, but you won't have a reference after they do.

Employers don't want to pay tax, what todo now?