is it illegal for employers to withhold pay stubs?

I work in the state of Rhode Island, and the office I work for uses a payroll company for the hours we are paid. This is typical, right? Right. BUT, in the short time that I have been there, (since April 4th of this year), I've received only ONE paystub. Since I started on a Thursday, I was only paid for that day and Friday within my first paycheck. They pay on a bi-weekly system. However, since then, I have not received ANY paystubs, whatsoever. I have talked with other employees who have only gotten a few as well. I have requested the stubs, and was told that my boss has the stubs go to a PO Box and he allegedly picks them up on a Saturday, meaning we should have them when he comes in on the following Monday - but nothing. Again, I asked and the office manager's attention was diverted and I never got a straightforward answer. With what I claimed for taxes being withheld, I don't believe that what I'm receiving as a paycheck, enough is being taken out. And after being there a while, and see the strange goings-on, I'm wondering if something shady is taking place...