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You can call the IRS at(NNN) NNN-NNNN go online at http://www.irs.gov/individuals/article/0,,id=232168,00.htmlor file Form 4506-T http://www.irs.gov/pub/irs-pdf/f4506t.pdfto get copies of your transcripts at no charge. If you need actual copies of the filed returns, you can complete Form 4506 http://www.irs.gov/pub/irs-pdf/f4506.pdf.There is a fee of $57 for each tax return requested.
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You can request the wage and income transcripts for each year and this will show the W-2s and 1099s and such. The state information will not be on these transcripts though. Form 4506 is to give you the tax return and all schedules and attachments including W-2s that were filed.