Originally Posted by shygrneyzs
It sounds like you worked for three separate entities. Is that correct? Either way, your employers supply the W-2's. If you moved from the time you were employed with them until now, you need to give them a change of address, so that you receive your W-2 statement. It is their responsibilty to send them, but your responsibility to make sure they are sending to the right address.
Have you considered opening an IRA or Keogh account? Those would divert your income and you would pay taxes on your after deduction income. Best to talk to a tax consultant -or perhaps your employment has a human resource coordinator that can explain your benefits. Many companies offer retirement plans.