I need employment verification for a job I had in 2012. The employer says they have no record of me working there even though I received a pay check. How do I go about obtaining documentation showing that I was in fact employed by said business with my rate of pay and employment dates?

You didn't file tax returns? Your W-2 or 1099 can prove all of that. And for 2012 you better still have those tax records.

Get copies of your income tax, to show employment. Also very strange there is no records ? They should have application, I9, proof of payment, hours worked and more.

If he was paid 'under the table' there will not be any record.

Exactly, If he was paid under the table... then he wasn't officially an employee. And if he had a 1099, then he was officially a contractor and not an employee either.