If you don’t have all your W-2s in your hand by “end of business” on Friday you should call the Payroll or “Human Resources” Department of the employer and ask for a duplicate.
If you do not receive a W-2 from an employer and you cannot contact the employer because it has gone out of business or disappeared all is not lost. You can use your paystubs or other records to reconstruct the various items of income and withholding and file Form 4852 “Substitute for Form W-2 Wage and Tax Statement” with your federal and state tax returns. In such a situation I recommend that you consult a tax professional.
You also should receive all 1099s for bank interest, stock dividends, and non-employee compensation by Friday. A word to the wise – just because you have not received a Form 1099 does not mean that you do not have to report the income. If income is taxable it is taxable whether or not you receive a Form 1099. And just because you have not received a Form 1099 does not mean that the “payee” has not issued one. The form could have gotten lost in the mails. But while your copy was lost chances are that the one sent to the IRS made it.