Search linkedin and facebook for people who said they worked there, and if you can find any, some of them may talk to you. Might be possible to look up principals in public records if the employer was a public company, and contact them to ask if they can give you any contact information for some former employees who might be willing to talk to you.
Can always ask the applicant for references, and state specifically you want someone they worked with at the out-of-business employer.
But you may still end up not be able to verify anything at all.