How do I file for an extension if I don't have a w2?

One of the best ways to estimate is to prepare the return up to the point of the missing information. Since you're missing a W-2, you may be able to enter information based on your last pay stub. 

Another good starting point is to look at the prior year’s return if you’re expecting the amount to be similar. 

If you don’t have a point of reference from the previous year, make your estimate using the I.R.S.-provided calculator or our TurboTax TaxCaster tool, adding up all of your sources of income, subtract itemized or standard deductions from known forms received, and then reduce exemption amounts per person.

If you owe taxes or are close to it, it’s also good to overestimate your extension payment so you don’t get hit with interest fees. Any over-payment amount will be refunded to you once you do finalize the actual return.