Not all states require them to be issued to the employee as a matter of course, although they must be kept by the employer for purposes of documentation. To know state law, of course, we would need to know what state is involved.
If the issue is that you're being paid, but simply don't have paystubs, you may be able to proceed by documenting your continued employment and receipt of paychecks; but it's best to get the paystubs.

