Jorge, if you're looking to simply have proof that you're paying rent, you must then write a check to your landlord so that you're able to document your payments. If you're looking to prove this so that you're able to buy a house, it gets a bit tricky.
Best case scenario, the lender waives the requirement to document rental payment history. But these days, your loan file has to be very strong (great credit, debt to income ratios, reserves, etc). In most cases, lenders will prefer to get 12 months worth of cancelled rent checks, and if they're not available, lenders can almost always settle for 12 months bank statements to show the monthly rental being withdrawn from your account along with a written verification of rent from your landlord. If none of this is available because you're paying cash with no receipts, your landlord simply refuses to verify or acknowledge it somehow, then like it was mentions below, "it didn't happen".
I will also suggest you consult with an attorney, depending on what your situation is. I believe no landlord can evict you because you decided to write a check to cover the rent as oppose to paying cash. Also, I've met so many people who were in your situation. Renting from a landlord whose house is in foreclosure. You never really know just how much time you have. Definitely cannot be considered a dependable rental if you don't know when the house will be foreclosed and you're asked to leave the property by the new owner, the bank!
If my response was helpful, consider clicking BEST ANSWER!
Senior Loan Officer
STERLING NATIONAL BANK
310 Crossways Park Drive
Woodbury, NY 11797
(516) 606-9648 Cell
(516) 740-4478 Office
(516) 918-5383 Fax