Yes, it is legal: they (presumably) provided them previously; it is not their responsibility to re-provide them to you because you did not keep copies for yourself. The law does not require employers to supply paystubs to terminated employees in this situation unless, in the context of a lawsuit by or against you, in which the paystubs are relevant, you or another party to the suit subpoena them; if they are suboenaed in a lawsuit, they'd have to provide them.Be aware that you *cannot* come onto or into their premises without their permission; if you go there and they ask you to leave and you do not, they could have you charged with trespassing.