I have found that pg_xlogdump looks for WAL files in the in the current
directory and the pg_wal subdirectory of both  the current directory and
the PGDATA directory.  Doc patch attached.

-- 
  Bruce Momjian  <br...@momjian.us>        http://momjian.us
  EnterpriseDB                             http://enterprisedb.com

+ As you are, so once was I.  As I am, so you will be. +
+                      Ancient Roman grave inscription +
diff --git a/doc/src/sgml/ref/pg_xlogdump.sgml b/doc/src/sgml/ref/pg_xlogdump.sgml
new file mode 100644
index cfb6d87..a229581
*** a/doc/src/sgml/ref/pg_xlogdump.sgml
--- b/doc/src/sgml/ref/pg_xlogdump.sgml
*************** PostgreSQL documentation
*** 118,125 ****
        <listitem>
         <para>
          Directory in which to find log segment files.  The default is to search
!         for them in the <literal>pg_wal</literal> subdirectory of the current
!         directory.
         </para>
        </listitem>
       </varlistentry>
--- 118,126 ----
        <listitem>
         <para>
          Directory in which to find log segment files.  The default is to search
!         for them in the current directory, and the <literal>pg_wal</literal>
!         subdirectory of both the current directory and the
!         <envar>PGDATA</envar> directory.
         </para>
        </listitem>
       </varlistentry>
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