If they went formally bankrupt, instead of just stopped trading, there will be a curator employed. You should be able to find out who that is because he or she has to register him/herself as such with what I believe in the UK is called the public house.
The curator is responsible for tying up all loose ends, settle debt and so forth. If you contact the curator I'm pretty sure he will arrange for you to receive your records without too much of a problem. After all, the records hold no monetary value for anybody. They only have value for you.
In England/Wales the normal term for this is the receiver (if the company has gone bust) or the administrator, if they are still trading but may have assets/goodwill that are potentially saleable.
In either case I'd expect to see a notice on their premises advising people, which you don't refer to.