Moving agencies? Old Agency won't give me my health records?

I'm applying for a new agency and my old agency won't give me my titers and Tdap Vaccine health records for my own copy to give to the new agency... can they legally do that ??

It is my health record. I assume they are doing this since they know I may get a contract from another company and thus lose money...

For clarification, when I applied with the old agency, they paid for all my drug and health screenings and blood tests for me and the health clinic sent all that information straight to my employer rather straight to me.

What are my options?