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We learn throughout the film that Oswaldo was a "gangster", pretending to be the new hangman in town. When Chris Mannix asked him about the hanging of the man who had shot the sheriff that Mannix is going to replace, Oswaldo had documents about this.
Is it explained how he got in possession of these documents?
There is a clue to this when Marquis speculates as to which of the three men against the wall is working 'in cahoots' with Domergue, in which he points at Mowbray and states that:
If it's you, the real Oswaldo Mowbray is liein in a ditch somewhere. And you're just an english fella' passin' off his papers.
As it is eventually revealed that Oswaldo is not who he says he is, it stands to reason that Marquis is correct in his assumption.
It's not explained further in the movie, but since "Oswaldo" was a gangster, he either bribed someone to give him valid documentation, or got them from the original owner of the documents.
