I've generally gone along and added a token sentence to the discussion containing the requested citation. I did draw the line at the unpublished one, though (there wasn't even a draft online; the only way to get it would have been to request a copy from the author).

I've only ever had one paper refused publication, and that was when I was trying to get something deliberately controversial (but true...) into a high-profile journal. In that case, the three reviewer responses consisted of one "wonderful, publish immediately!" and two "kill it with fire".