You can ask companies for a copy of all your personal data they hold. There is no way this would be possible without GDPR and similar laws. In general, data controllers need to abide to some legal framework and not do anything they want.

I am not sure what OP asks. They should make their request more specific, what they want evidence for.

The evidence is all around you.

For example, my insurance company can no longer get away with selling my details to financing companies behind my back. Such shenanigans are no more in the UK and EU thanks to the GDPR.