paystubs are for your own reference only so you know you got paid correctly and what deductions were made. you can certainly throw them away if you want. they are not a legal document as far as i know. some people save them in case they are needed for some reason (ie: applying for some loan or government service, keeping track of proper pay, etc). they may also come in handy for future PR/citizenship requirements, if you have to prove residency or work. though at some point i'm sure the end of year T4 will work just as well.