If you've have availed UI compensation in NJ, you must be asking for a 1099-G instead of W2.
W2's are issued by your employer.Please log onto www.njuifile.net to register and download a copy or you can also write to them on the address below.
Division of Unemployment Insurance, Tax Information Office, P.O. Box 058, Trenton, NJ 08625-0058.