If I have been terminated from a job and feel it is unsafe to return to the work place, can I make my employer send me my last paycheck and my W-2?

Many employers require that departing employees come in for final paperwork, etc. in order to get their last paycheck. However, even if that isn't the reason for requiring an employee to come in person to pick up their last paycheck, as a geneal rule, an employer can still require that this be done. In other words, there's no law  that requires that an employer give someone else a departing employee's paycheck; this is true even if the employee gives their consent for it be released to another. So typically, if you want to get paid you will have to go in.
That having been ssaid, if you feel that your safety is at risk, then not mailing you your final paycheck may constitute an illegal withholding of your wages. Without more of an explanation as to why you feel that it is unsafe to return, it's hard to advise further. At this point you can contact your state's department of labor for more information.
As for your W2, federal law requires all employers to send employees W-2 statements. These statements can be sent in either paper or digital form, and must be received by employees no later than January 31 of the following year.

You can ask them to mail these items, but if they were typically or regularly handed over or provided in person, the employer does not need to adopt a different way to send them to you--they can require you to get them in person the same way you always did. But if they were typically mailed, then they should be mailed to you again.