No supporting documentation is needed unless the IRS specifically requests it to substantiate the reporting of the rollover shown on your tax return.
If you are seeing a 10% penalty on line 59 of Form 1040, you have not properly reported the rollover, you did not roll over the entire gross distribution, or you have a a penalty calculated on Form 5329 for some other, unrelated reason. Was any amount of the distribution withheld for taxes (Form 1099-R box 4)? If so, did you complete the rollover of the full gross distribution by substituting other funds?
If incorrectly reporting the rollover results in you inappropriately paying a 10% penalty, do not expect the IRS to correct your reporting. They'll just keep the money.
Edit the Form 1099-R and re-answer all of the follow-up questions.
