First things first: make sure you know whether or not the form is actually late. Generally speaking, most IRS forms should be issued no later than January 31, which means you should expect to see the paper forms in your physical mailbox by mid-February.
The first step to take, if you don’t get your W-2, is to contact your employer. It’s likely the HR or accounting department that takes care of tax documentation, so give them a ring
Again, if you’re due to receive a 1099 from an “employer” for independent contracting wages, the first step is to reach out to the individual or entity directly.