My employer gave me my W2 in person, but I too always wondered how I would get it if I was no longer there.

I suspect if you no longer work there, you get it mailed to you automatically from your employer(as they should, to avoid problems), or you can call them within 2 weeks of the new year and ask them for a mailing status on your W2 or if you can go pick it up from them.

In general it is of the utmost importance that you get your W2s, so you will most likely get it rather quickly either in person or in the mail, but it is up to you to follow through with your employers if you have not received all your W2s yet.