Don't forget the biggest piece of leverage you have in negotiating salary for a new job. Unless the new job is purely lateral and you will be doing exactly the same thing for them that you were doing in your old job, they should not be basing your incoming salary on what you used to do. They should be basing that salary on what you WILL be doing for them.
I have never heard of any company asking for W2s from your last job. That's insane! (Not saying it isn't happening. It's just if someone asked me to present tax returns or W2s I would be like, "Are you serious Clark?")
A lot of third party recruiting firms are adding things like: Are you willing to document your earnings for last year with w-2's or tax forms. It's not the companies themselves (that I see), but the third party firms and then they say it's about helping you present your total cash (PTO, 401k match, etc). But it really is a way for the company not to get burned by either liars or people that keep talking about target opportunity when they have never hit target.