Ranger, It sounds like you want to move and break your signed lease.
O.k, I'm not an attorney, nor do I claim to be one, and I do not offer any legal advice... Just my personal opinion. ( imagine what this world has come to?)
Some towns require a CO, some do not. Some may require only a smoke cert.
Is it to be given to you when you move in? No. the C/O is the landlords responsibility to the town. Can you rat him out if you think there is not one.. yes. What will happen? They may do the inspection and give him /her a C/O.. does this automatically make your lease null and void? Probably not.
Why not just work with the landlord and comer to a resolution? Oteherwise, you are in for some leagl bills, paying an attorney to get you out of the lease, give you advice and so on.. same for the landlord.
But, I would think that before hitting the landlord with a " You have no C/O approach".... try to come to an amicable resolution to your lease problem.
Otherwise, contact an attorney to get proper legal advice.