Here is an extract from the process to surrender I-94 documents that are not taken at the POE.
The bottom line is that in today’s world of increased enforcement and increased scrutiny of applicants for admission or adjustment of status, it has become incumbent upon on those whose I-94s were not surrendered upon departure to return them to the CBP. When this is done correctly it should close out an applicant’s prior arrival and departure record and prove that a timely departure was made.

At a minimum, the card and information should be sent to:
1084 South Laurel Rd.,
London, Kentucky 40744
The I-94 card should not be returned to a consulate, embassy or even a local CBP office.

The return process, however, is also not perfect and thus, it is important to follow and augment designated return procedures. It is imperative that the applicant provide ample proof of the actual day of the departure and not just proof of the departure itself. Among the kinds of documents to prove the actual day of departure, CBP suggests sending a used airline ticket or boarding pass, a passport stamp showing date of arrival in home country, pay slips from employment outside of U.S. subsequent to departure, credit card slips showing purchases made outside of the U.S. post departure, etc.1 In addition, we recommend that when returning the card the applicant include a statement on boldly colored paper identifying clearly the date of departure and requesting that it be entered rather than the date that card was received by the processing center. This will hopefully reduce the chances that the date the data is received at the record center is recorded as the date of departure. In addition, remind your clients to carry copies of the evidence they sent when they seek to reenter just in case the information was not entered or, it was not entered correctly.

To determine whether an I-94 has been received and the date of departure correctly recorded applicants should submit a FOIA request to CBP’s new FOIA office at the following address: U.S. Customs and Border Protection, 1300 Pennsylvania Ave., NW Attn: Mint Annex Building, FOIA Division, Washington, D.C. 20229.