Normally, employers (banks for interest, contractors to sub-contractors, mortgage tax statements, etc.) are supposed to have them postmarked by 1/31. Due to 1/31 being a Sunday this year, employers (and others) are supposed to have them mailed and postmarked by 2/1 this year.
If you don't have it by Wednesday I would make a call to get a new copy...could be the employer, could be the postal service. In my office I once received mail that was postmarked seven months prior to the date of delivery!