NIST 800-56Cr1 describes a single and two (extract-expand) step KDF designed for use in key agreement routines. NIST declares that HKDF (RFC5869) is a version of the two-step variation so test vectors can be found in the RFC. However I am not able to find test vectors for the former, one-step variation.
There are some for KBKDF (aka SP 800-108) in the Cryptographic Algorithm Validation Program, but not for 800-56C specifically. Can someone point me to the official or other test vectors?
I realize that this question is a bit old, but all of the "Key Management" test vectors provided by NIST here: https://csrc.nist.gov/projects/cryptographic-standards-and-guidelines/example-values use the Single-Step KDF to generate the expected key data. They refer to it as the "Concatenation KDF" which might have been an early name for the Single-Step KDF. Also, the "Concatenation KDF" uses Hash() as the auxiliary function. So, these test vectors do you no good for testing your HMAC version of the Single-Step KDF. I am not aware of any official test vectors for the HMAC Single-Step KDF.
If all you want to test is the KDF itself, you can skip all the "Key Agreement Scheme" parts of these test vectors and just use the shared secret Z that is shown as the input to your KDF.
Sorry this answer is so late. Good luck!
Since as of now (2018) there seems to be no official test vectors, I generated some of may own. The whole list covering SHA1, SHA256, SHA512 and HMAC-SHA256/SHA512 can be found here: https://github.com/patrickfav/singlestep-kdf/wiki/NIST-SP-800-56C-Rev1:-Non-Official-Test-Vectors
Here is a snippet:
(z: afc4e154498d4770aa8365f6903dc83b, L: 16, fixedInfo: 662af20379b29d5ef813e655) = f0b80d6ae4c1e19e2105a37024e35dc6
(z: a3ce8d61d699ad150e196a7ab6736a63, L: 16, fixedInfo: ce5cd95a44ee83a8fb83f34c) = 5db3455a22b65edfcfde3da3e8d724cd
(z: a9723e56045f0847fdd9c1c78781c8b7, L: 16, fixedInfo: e69b6005b78f7d42d0a8ed2a) = ac3878b8cf357976f7fd8266923e1882
(z: a07a5e8df7ee1b2ce2a3d1348edfa8ab, L: 16, fixedInfo: e22a8ee34296dd39b56b31fb) = 70927d218b6d119268381e9930a4f256
(z: 3f892bd8b84dae64a782a35f6eaa8f00, L: 02, fixedInfo: ec3f1cd873d28858a58cc39e) = a7c0
(z: 3f892bd8b84dae64a782a35f6eaa8f00, L: 36, fixedInfo: ec3f1cd873d28858a58cc39e) = a7c0665298252531e0db37737a374651b368275f2048284d16a166c6d8a90a91a491c16f
(z: 3f892bd8b84dae64a782a35f6eaa8f00, L: 68, fixedInfo: ec3f1cd873d28858a58cc39e) = a7c0665298252531e0db37737a374651b368275f2048284d16a166c6d8a90a91a491c16f49641b9f516a03d9d6d0f4fe7b81ffdf1c816f40ecd74aed8eda2b8a3c714fa0
(z: 9ce5457e4a0eecc1c8709f7ef37a32e9, L: 16, fixedInfo: ) = 7d81e7d61acc06b90984ec4145469608
(z: 6ee6c00d70a6cd14bd5a4e8fcfec8386, L: 16, salt: 532f5131e0a2fecc722f87e5aa2062cb, fixedInfo: 861aa2886798231259bd0314) = 13479e9a91dd20fdd757d68ffe8869fb
(z: cb09b565de1ac27a50289b3704b93afd, L: 16, salt: d504c1c41a499481ce88695d18ae2e8f, fixedInfo: 5ed3768c2c7835943a789324) = f081c0255b0cae16edc6ce1d6c9d12bc
(z: 98f50345fd970639a1b7935f501e1d7c, L: 16, salt: 3691939461247e9f74382ae4ef629b17, fixedInfo: 6ddbdb1314663152c3ccc192) = 56f42183ed3e287298dbbecf143f51ac
(z: 02b40d33e3f685aeae677ac344eeaf77, L: 02, salt: 0ad52c9357c85e4781296a36ca72039c, fixedInfo: c67c389580128f18f6cf8592) = be32
(z: 02b40d33e3f685aeae677ac344eeaf77, L: 36, salt: 0ad52c9357c85e4781296a36ca72039c, fixedInfo: c67c389580128f18f6cf8592) = be32e7d306d891028be088f213f9f947c50420d9b5a12ca69818dd9995dedd8e6137c710
(z: 02b40d33e3f685aeae677ac344eeaf77, L: 68, salt: 0ad52c9357c85e4781296a36ca72039c, fixedInfo: c67c389580128f18f6cf8592) = be32e7d306d891028be088f213f9f947c50420d9b5a12ca69818dd9995dedd8e6137c7104d67f2ca90915dda0ab68af2f355b904f9eb0388b5b7fe193c9546d45849133d
(z: 2c2438b6321fed7a9eac200b91b3ac30, L: 56, salt: 6199187690823def2037e0632577c6b1, fixedInfo: ) = b402fda16e1c2719263be82158972c9080a7bafcbe0a3a6ede3504a3d5c8c0c0e00fe7e5f6bb3afdfa4d661b8fbe4bd7b950cfe0b2443bbd
(z: 0ffa4c40a822f6e3d86053aefe738eac, L: 64, salt: 6199187690823def2037e0632577c6b1, fixedInfo: ) = 0486d589aa71a603c09120fb76eeab3293eee2dc36a91b23eb954d6703ade8a7b660d920c5a6f7bf3898d0e81fbad3a680b74b33680e0cc6a16aa616d078b256
(z: a801d997ed539ae9aa05d17871eb7fab, L: 08, fixedInfo: 03697296e42a6fdbdb24b3ec) = 1a5efa3aca87c1f4
(z: e9624e112f9e90e7bf8a749cf37d920c, L: 16, fixedInfo: 03697296e42a6fdbdb24b3ec) = ee93ca3986cc43516ae4e29fd7a90ef1
