How important is it to keep pay stubs from checks from my work I've deposited?

• pre paid electricity

I haven't been keeping them! I didn't realize that they were important... I can try to find as many as I can (I haven't explicitly thrown them away, just not paid attention to where I set them...) Is this bad? I just stopped working for the farm I'd been working for since June 20th of this year...

Additional Details

Oh, I’m in the USA. I use the Aus version bc the US one sucks xD

How important is it to keep pay stubs from checks from my work I've deposited?