One of the places I worked at has closed for good and I still haven't received my w2 from them, is there any place on net I can get a copy from?

By Federal Law a W2 has be delivered by 1/31 of the following year. You could try the IRS and see if they filed with them. Otherwise you would need to track down the owners or accountants of the firm.

Added:
See Fred's response. He did some good research on this one. I flubbed it.

Hi,
You don't have to "track down" anyone if you have saved some of your paycheck stubs, etc.
Louisiana, hit by Katrina, is one state that is heavily involved with this type of issue. Some business are no longer in business.
"If a taxpayer cannot obtain the documents after attempting to contact the employer, the IRS says the taxpayer should file Form 4852. Form 4852 is the substitute for Form W-2. It is called "Substitute for Form W-2, Wage and Tax Statement, or Form 1099-R, Distributions From Pensions, Annuities, Retirement or Profit-Sharing Plans, IRAs, Insurance contracts, etc."

http://www.louisianaweekly.com/weekl...e.pl?20060213i

The above quote is from the above link; concering no W2's to file! The quote applies to everyone, not just anyone from Louisiana. The link also explains what you need to send it to IRS with your tax return.
Other links can be found with the same info by searching "file taxes without W2".
It is allowed by the Fed. Gov't if you cannot contact your old business or company; providing of course, you have copies or proof to file.
Here is another link, from a TV New station report:
http://www1.wsvn.com/features/articl...wrong/DBM1099/
It also says if you don't have the W2 Form, and can't get it, you can file anyway, even if you have to "guesstimate" your income and withholdings.
Best of luck.

Filing a tax return based on guesses is not a real good idea. Ask the IRS for a copy of your 2005 tax script. You may be able to determine your W-2 income from that.

If not, then use the Form 4852.