I have never heard of any company that would deny an employee a copy of an evaluation report that he signed. The employee is immediately given a copy so that the supervisor will not have the temptation to add to or alter the document after the employee leaves. After all, the employee signed a document saying he was aware of the information written on the document. The employee does not necessarily have to agree with it, and may or may not, but must be made aware of it.
My company not only immediately gives a copy of the handwritten eval, but when it is typed up, our employees will receive a copy of that as well. Not only that, we may ask to see our personell records.
Contact your Human Resources department immediately. Tell them you were asked to sign it, and you are very uncomfortable about being denied a copy. Further, tell them (and follow up with a an acutal letter, not an email, sent registered mail, to HR, that you are formally requesting a copy at this time.
Do not worry about "repercussions," possibly being fired. If the supervisor were going to add additional good things to your eval, he would have done it then, in front of you, and congratulated you for being a good employee. If he is going to add not so complimentary things out of your eyesight, you don't have a future there anyway.