Utility holding company Scana Corp. said Thursday it has received a federal subpoena to turn over documents related to its cancelled South Carolina nuclear plant after an audit released by the South Carolina governor’s office this month raised questions about how long the company knew the project was unlikely to succeed.

Scana subsidiary South Carolina Electric & Gas Co. stunned the state in July when it walked away from the V.C. Summer Nuclear Station project after cost estimates rose to $25 billion, more than double...