I have a Home Equity Line of Credit. The loan has been sold to another company. Am I legally obligated to give them a copy of my pay stub & tax return

Well, “legally obligated” is alittle ambiguous, but I think I know what you mean.  Likely, the debt collector is seeking this information in an attempt to find some way to work out the debt – like a modification in payments or something like that.  Obviously, I’m making some assumptions since I only have the information provided, but, generally speaking, if you don’t provide the information, they aren’t going to have any work-out options.  Of course, even  if you provide the information, they may still not have any options.  But, if you don’t work it out, they will likely file a suit against you to foreclose against the lien.  In these situations, I highly advise seeking a consultation with a foreclosure defense attorney.  Upon review and discussion of the details of your situation, an attorney can not only explain your legal standing, but also provide you with what options (legally) you may have.