Sometimes UK employers will not provide records of income that is not taxable in the UK, because the majority of their employees don't need it, so providing these records for all their employees is a waste of time and paper.
However, you may need to report some of this income to the IRS.
If your request it, your company's HR department can supply you with a list of all transactions made to you: salary, bonuses, pension contributions (both yours and your employer's), expense payments, etc, both taxable and non-taxable in the UK. Just let them know that you are a US Citizen and need it for US tax purposes.
This way, you will have everything in writing.
