I second what Ariel said. If the company still exists, if they kept reliable records of your employment and you have good contact information for the HR department, you'll be fine.
I worked for a bankrupt employer and to verify my employment with that company, I did have to provide payslips for the entire period -- but that was only to Kroll after I had been admitted.
I feel if I didn't have payslips and had just explained the situation to Kroll and adcom in an e-mail, that would have been more than enough (as long as you're telling the truth). Kroll and business schools are pretty reasonable in those situations. The business school already wants you and they're not going to change their mind on a technicality like that, only something far more fraudulent.