I applied for my H1 last year and it got approved also.However I was never able to get the papers from my employer. Recently I got married and came on H4 visa to US. I want to know is it possible that I take H1 papers and join some other company. Do I need to show paystubs from original employer who had filed my H1 earlier. As I never worked with that employer so I don't have any paystubs with me. Are there any other formalities too?

You are likely one of those victims of visa scam. When you enter US on H-1B, you're supposed to start the job and get paid immediately, not to look for job.

You should consult an immigration attorney specialized on employment based visa immediately.