You had better get in your car and drive right over to that Agency pronto, even if it takes you a day to get there and get those documents. You most definitely need them. Your luggage tags and other forms are in there also. This TA/agency should be reported to your local government agency. Those tickets are yours - you paid for them. Threaten them with legal action if you have to. I have never heard of such a thing as it's too expensive to mail them. That a lot of BS.