Under HIPAA, you're entitled to request a copy of your own medical records, and it's illegal for your doctor to refuse to release them to you. And psychiatrists do count as doctors. My mom's psychology clinic is included in HIPAA requirements, and they're not even medical doctors, so I'm quite sure that your psychiatrist would be bound by this law. (Rachel, HIPAA only came into effect in 1996, so if it was before that that you asked for a copy of your records then the laws would have been different).
If you remind him that under HIPAA you're entitled to a copy of your medical records, he'll most likely give them to you, as most doctors seem fairly warey of violating it, and if he knows you know about it, then he'll probably take you seriously. If he still refuses, then you can file a complaint with the Office of Civil Rights (the government agency responsible for enforcement of HIPAA), which you can find instructions on how to do here:
http://www.hhs.gov/ocr/hippahowtofile.pdf