As forms start arriving (late January)

Check you have a W-2 from every employer you worked for last yearJanuary 31 is the legal deadline for employers to furnish W-2s to current and former employees, so by early February you should have one from each job, including short-term or part-year work.
Gather 1099s for any non-wage incomeThis covers freelance or contract work (1099-NEC), bank interest (1099-INT), dividends (1099-DIV), and retirement distributions (1099-R); these generally have a January 31 due date too.
Check for 1099-K forms if you got paid through apps or payment platformsThis reports payment card or online marketplace income; look even if you didn't expect one.
Collect 1098 forms for mortgage interest or student loan interestThese usually arrive from your lender around the same time as your W-2.
Grab your 1095-A if you bought health coverage through the marketplace if bought marketplace health coverageYou need it to reconcile premium tax credits, and it typically arrives by January 31 too.
Expect brokerage statements (1099-B) a little laterThese often don't show up until mid-February, so don't panic if they're not in the same batch as everything else.
Put every form into one folder, physical or digital, as it arrivesA shoebox or a single email folder beats sorting through your inbox in April.
Check any electronic-delivery portals your employer or bank usesMany companies now post W-2s and 1099s online instead of mailing paper, so log in and look, not just check your mailbox.

If something's missing (early-to-mid February)

Contact the employer or payer directly first if form hasnt arrived by early februaryYour first step is to contact the employer, financial institution, or payer directly and request a copy.
Check your IRS Online Account for a wage and income transcript if payer unresponsive or out of businessUseful if the payer is unresponsive or out of business; it shows what was actually reported to the IRS under your Social Security number.
Call the IRS if a W-2 still hasn't arrived by mid-FebruaryBe prepared to give the IRS your name, address with zip code, Social Security number, and phone number, your employer's name, address, and phone number, and your dates of employment; the IRS will then press the employer directly.
Hold onto your last pay stub of the year if filing substitute formYou'll need it as backup for wage and withholding totals if you end up filing a substitute form instead of a real W-2.

Match every form against last year's returnLook for any income source you had last year that hasn't sent a form yet; a missing 1099-INT or 1099-DIV is easy to overlook this way.
Dig out your prior year's Adjusted Gross Income (AGI)For most first-time filers, there are four essential items: your Social Security number, your prior year's Adjusted Gross Income (AGI), a W-2 form from each employer, and a 1099 form for any income that wasn't classified as wages; many e-file systems use last year's AGI to verify your identity.
Confirm Social Security numbers for yourself, your spouse, and any dependentsA typo here is one of the most common reasons e-filed returns get rejected.
Have your bank routing and account number on hand if want direct deposit or electronic payment
Round up receipts for deductions or credits you plan to claim if claiming deductions or creditsThink charitable donations, childcare costs, or education expenses — these aren't mailed to you, so you have to track them down yourself.
Treat a substitute W-2 (Form 4852) as a last resortForm 4852 is the IRS substitute for a missing or incorrect Form W-2 or Form 1099-R; only use it if the employer never produces the real form and the deadline is closing in, since filing with estimated numbers can mean amending later if the actual figures differ.