Joann, I am not able to access receipts for any of the orders that were cancelled, even the older ones. Perhaps they had a problem with people using the receipts for fraud.
Fishcouple, I just had a customer change her mind right after paying. First, I refunded the order, and thought I had cancelled it too, but I hadn't. So it stayed in the open page. Then I cancelled it, and it was there for a couple of days. I think Etsy emails the customer and then the customer has to agree that it has been cancelled. If you find it is indeed cancelled, not just refunded, then I would message them and ask them to confirm the cancellation.