Mortgage and car loans, they've always verified through my employer.
Car loans aren't that detailed in my experience; I and others have just shown up waiving our last two paystubs and haven't had a problem obtaining auto loans. They're generally the easiest to obtain out of any loan type.
Mortgages though are full monty . I'm not certain whether they're allowed to verify income with one's employer (certainly can verify if you work there or not, and probably the dates of employment) but when you're down to forking over six months of bank statements or 2 years of tax returns if self-employed, they can build up a really good picture of your spending habits.
Starting Score: EQ 5 561, TU 98 567, EX 2 599 (12/30/11) Current Score: EQ 5 771, TU 4 741, EX 2 776, EQ 8 809, TU 8 774, EX 8 822 (1/1/18) Goal Score: EQ 5 771, TU 4 750, EX 2 776, EQ 8 809, TU 8 774, EX 8 822 (01/01/19)