Urgent help: how to get a copy of federal tax return in past yea

Hey,

I just got a notice about interview for permanent residency. On the notice, necessary items are listed to bring for interview. I just realised that I lost copys of federal tax returns and W2 for the past 3 years? I would greatly appreciate if anyone could give me some tips about how to get a copy? Need to contant IRS?

Sincerely,