Ask for a short letter confirming your job, salary, start date and contract type. Reference letters such as a German Arbeitszeugnis, and leaving certificates such as a French certificat de travail, often don't state your current salary, so they rarely prove what the Home Office is asking about on their own.
Every country has its own name for the document you need, and usually a second document with a similar name that isn't it. In France you want an attestation de travail or attestation d'emploi, which confirms you currently work there; the certificat de travail is what you get when you leave. In Germany, an Arbeitszeugnis is a performance reference written in a famously coded style. What you want is a plain Bestätigung or Bescheinigung from the employer confirming the job and gross salary. (Arbeitszeugnis grammar is a branch of literature in its own right, and we're happy to translate one, but it won't show the salary.)
In Spain and Latin America, ask for a certificado laboral or constancia laboral; a Spanish informe de vida laboral from the Seguridad Social is useful for employment history but doesn't show salary. Dutch employers often know the werkgeversverklaring from mortgage applications, which already contains most of what's needed. Italian employers can issue a dichiarazione del datore di lavoro.