Be assured you have read all the instructions at the time of applying for an EIN, and know the time it generally takes to get it.
Generally IRS does not take more than a couple of weeks to process request of an applicant and issues an EIN timely, provided they do not have any objection on the application.
If you have waited more than two weeks or the time that you have been told in the confirmation of receipt letter, then you should contact the IRS and inquire if they have sent you the EIN letter. A couple of days delay can be due to postal problems.
You can contact the IRS online, through email or speak to their adviser on their helpline. The number is given on the form and is also available on their website. The adviser should be able to tell you about the status of your application and reasons behind the delay.
If a considerable time has passed since the IRS has sent you the EIN, you can request for the replacement letter. Be specific about your business needs at the time of requesting replacement.
You can either request for the replacement online, if it is urgent, or else through mail, clearly mentioning that you have not received EIN confirmation letter.
At the time of writing letter for replacement mark it "Request for a 147C number" and post it to the nearest IRS office.
If the time lapsed since you applied for the EIN number is limited to only a couple of days, you should either wait for the letter or else check with your local postal services. Sometimes, the letter is delayed in the postal services, which you can receive anytime. The delays are more likely especially if there are some public holidays or any weather interruptions.