I filed my W-2 on April 8th and I have not received them yet.What do I do?

See here:
Where's My Refund? (http://www.irs.gov/individuals/article/0,,id=96596,00.html)

You can check the status online or by phone.

Agreed. Use Where's My Refund? To see if the IRS even has your return in their system.