The Government Office for London removed several files immediately after the authority set up a committee to investigate the cancellation, according to assembly members.
When the committee asked to examine the remaining 83 files that had not disappeared, the government office for London wrote to authority chief executive Anthony Mayer threatening legal action.
The authority ignored the threat and, after getting the go ahead from mayor Ken Livingstone, assembly members Trevor Phillips (Lab) and Eric Ollerenshaw (Con) opened the files.
They contain advice to ministers and the mayor from civil servants, plus minutes of meetings with public bodies such as the police, London Transport and the Port of London authority.
The files could show the government made inadequate plans then offloaded them on to the GLA.
Mr Ollerenshaw said: 'I'm asking serious questions - why does the DETR get to nick a load of files? It's all over a party that didn't happen, it's not a decision to bomb Baghdad.
'People who conceal things generally have things to hide. We'll find out when we comb through the files.' He had no hope of seeing the files taken, he added.