I read that after the two were killed, the feds searched their apartment and found the list in the wallet.
There are conflicting stories on whether or not they(tommy and rosemarrie) even knew they had the list
That's the real life one, but I think the OP is asking about the movie.
In the movie, it looks like the Fed's must have had a warrent or something - there's a quick montage scene where the list is shown and you hear camera clicks. I assume that means they searched the house, found the list, took photos of it to ensure it doesn't get lost and stole the original. The couple was still alive at that time. Ray Romano went to tell them to get out of town because his cop friend told him that the FBI had the list already.