Also try searching this forum, been discussed a good few times. The excellent Workhouses site shows who holds what records, I think as MPG says it's Gwent Archives, sorry cannot spend much time now.
eg see these prior threads, http://forum.forest-of-dean.net/index.php?id=42860
http://forum.forest-of-dean.net/index.php?id=6844
http://www.workhouses.org.uk/Chepstow/