I go in and get mine (gives me an excuse to leave the house) but still get one every month!!
Your work should have been sending them too you,or if not,they should have kept them all safe for you!!if they havent then you need to ask for copies coz you are meant to keep them for a few extra years,incase you get picked out for a tax audit!!although going by your p60 thread,it sounds like it could be alot of chasing to get them to send you copies!!