Thank you for your question -- if you have lost your W-2 forms, you have a couple of options. The first thing is that your employer would be the quickest means to get resolution, and I do realize that they would not be open today.
Otherwise, you could use your last pay stub of the year, as that information should match the W-2.
Your third option is to file an extension on your taxes, and then get a W-2 transcript from the IRS in July which will have your 2015 data on it. It's not uploaded and available until that part of the year.
If you're on social security, and you need your 1099-SSA, you can print that online immediately by creating an account at www.ssa.gov/myaccount.
I mention social security only because that's the category that this question was posted to. A W-2 comes from an employer, but if you're needing your social security tax statement, use the above link
Please let me know if you need anything additional. If not, please rate positive.