Before calling the IRS, I would advise giving the mail a reasonable amount of time for it to get to you. If your employer gets it in the mail and postmarked on the last day possible, don't call the IRS if it's not there the next business day. But if it's been a week after the deadline and you still don't have it, then yes, I would give them a call.
Remember, they are probably sending it bulk rate, since they are sending everyone in the company's out at the same time.
Remember: they don't have to HAVE it to you by that deadline, all they need to do is have MAILED it to you.