We have not received a W2 from a liquidated company

"If IRS intervention still doesn't produce the form, you need and you want to file by the tax deadline, fill out Form 4852.  

Form 4852 is a substitute for Form W-2 that taxpayers can complete if:

• they haven't received a W-2
• their employer issued an incorrect W-2

The IRS doesn't allow Form 4852 to be filed electronically, so you'll need to paper file your tax return by printing out the necessary forms and mailing them to the IRS."

TurboTax article: What To Do If You Haven't Received a W-2

You can file a conventional paper return that includes IRS Form 4852 if you haven't been able to get a W-2 from your employer. Returns including Form 4852 can't be e-filed because of IRS regulations. 

Follow these instructions to fill one out.

1. Open or continue your return.
2. Navigate to the W-2 section:
   • TurboTax Online/Mobile: Go to W-2.
   • TurboTax Desktop: Search for W-2 and select the Jump to w-2 link.
3. Fill out your W-2 using the information from your last pay stub.
4. Answer any questions until you get to Let's check for uncommon situations.
5. Check the box next to Didn't get a W-2 and select Continue.
6. On the Let's check if you need a substitute W-2 screen, select Yes then Continue.
7. Answer the follow-up questions. Select Print to download and print your IRS Form 4852.

TurboTax FAQ: How do I file a substitute W-2 using Form 4852?