Labor Code §§ 226(b), 432, and 1198.5 allow a current or former employee to inspect and/or copy the employee's own payroll records, any documents signed by the employee and the employee's personnel file. However, I am not aware of any statute requiring a former employer to "give back" to a former employee documents or information, then delete the documents or information from their files. In fact, there are many legal requirements for employers to keep employment records. Below is further information on record retention requirements.
If you are concerned about credit being opened in your name, you can contact the three credit bureaus and put a freeze on your credit.
If your former employee is making false statements about the reason for your separation from your former employer, you may wish to consider a claim for defamation or trade libel.
Your personnel files are considered property of your former employer so you cannot get them back. CA law permits employees and former employees to inspect the files and also to get a copy of anything in the file that you signed but the files can remain in your former employer's possession.
If you feel your former employer is spreading lies about you then you may have a defamation claim against them but this is usually a difficult cause of action to prove.
A bigger issue is that if your former employer is involved in "many unethical practices" then you might have employment law issues arising from that. For instance, have you looked into whether your former employer followed all CA wage and hour laws?
No, you cannot take your employer's files from your employer. The files do not belong to you.
Good luck to you.
This answer should not be construed to create any attorney-client relationship. Such a relationship can be formed only through the mutual execution of an attorney-client agreement. The answer given is based on the extremely limited facts provided and the proper course of action might change significantly with the introduction of other facts. All who read this answer should not rely on the answer to govern their conduct. Please seek the advice of competent counsel after disclosing all facts to that attorney. This answer is intended for California residents only. The answering party is only licensed to practice in the State of California.