Yes, you should get a W-2. They're suppose to be mailed out by January 31st. Depending how far away you are from the Kroger corporate headquarters in Cincinnati, it may take a few days to arrive in the mail. I live in Louisville and I got mine today. Ask other people at your store if they have received theirs. If they haven't, then wait a few more days. If they have then talk to somebody in payroll.
I've not got mine yet either, I'm in AZ, how long should I wait before speaking to payroll?
I haven't gotten mine yet. I am in Mi. It is unusual for it to be this late. I think it will be here by Saturday because of the weather delays. If it is not here by next Saturday, then I will be asking my HR people for a replacement copy. I don't file my taxes until March anyways. I don't recall volunteering for receiving it online.
Ask some coworkers if they got theirs. If a lot of them did, then you should speak to management. But if nobody else has gotten theirs, it is safe to assume it's just late.