Shouldn't have I received my w-2 form by now?

Yes, you should have it by now.

Call your employer.

No, since unemployment insurance doesn't send a W2 but a 1099. However, you should have received that by now. Your state, however, may not send out the 1099s for UI, but make them available for printing from the website where your verify your claim each week.

So check on that website for a link to print it, if there is none, then contact the state dept of labor.

Unemployment is not W-2, it is Form 1099-G.

Contact your state Department of Labor.