General FYI, I was just asked this of a boutique pre-formal offer. I would assume it was asked to help them gauge where they should offer. While it seems not cool, they are a business and do want to save as much as they can.
If they try and low-ball you, counter based on what that position is worth or slightly above. If you are polite and express why you're worth it, they often have no problem so long as your figure isn't totally unwarranted. By the same token, don't be a dick if you counter just to see what you can get. Also inform them that your recent stub is not indicative of future (next 12 months) earnings to help knock them off their figure.
If it's to see if you lied about your prior comp, you shouldn't have told them that anyway. You should always hold current comp as a card in your deck.
If they want stubs pre-offer/contract be hesitant. If they DEMAND them, be wary of the employer. Generally employment verification companies just call firm HR and confirm you've been there as long as you have.
This post was edited on 8/24 at 7:58 pm