Employer never gave a check stub with tax info on it

My former employer has few employees and would just write out checks with out a pay stub showing how much withholding they were taking out. I submitted a form telling how many exemptions I had. Half way through the year they are saying they changed the amount of withholding (they started taking out almost none) but my paycheck amount did not change. I never submitted another form changing the number of exemptions and they never told me they were doing this or gave me any info with my check which would have allowed me to see they change. Is there anything I can do. I have since left this company due to what I considered undesireable practices and they still have not paid me for my last pay check as well. I am about to have to pay the taxes I thought they were taking out for half a year.

Follow up by original author.

Since the amount of my weekly pay check did not change and the amount of hours I worked did not change, the monry went somewhere and I suspect it went into my bosses pocket

Has your employer sent you any w-2 or 1099?