I went for an interview (Bed Bath & Beyond) as a District Manager and upon conclusion of the interview, the person interviewing ask me if I could bring a copy of my last 2 paystubs on my 2nd interview so they can easily know how much to offer me, is this ethical? I have done so many interviews before, I was never ask to bring a paystub until now.
Has anyone here had the same experience as I did? Appreciate your feedback and advise. Thanks!

Never had this happen to me before as I was only asked verbally about previous salary. I would tell them in all due respect that you made such and such verbally. That's getting kind of pushy and borderline unethical to ask for proof in their hot little hand if you ask me.

Part of this is of course it is a common asked question, what is your earnings at current and pasts jobs. And of course if you did a application you would have already answered it.
So if you are making a proper income for you position, what is the real issue, this does mean they are ready to make you an offer. And had they merely done a background check on your work, they would have asked and been told this anyway.