In the United States, an MLP generates a yearly K-1 form. Do REITs generate any special year end tax form?
REITs pay dividends and send form 1099-DIV (either directly or through the brokers, depending on how you invested). Here's the quote from the Vanguard FAQ:
Shareholders who have held the REIT Index Fund during the year shouldn't file federal or state income tax returns until they receive their Form 1099-DIV for REIT Index Fund.
You can also look at the relevant article from Morningstar.