Myr Retriever and a board wipe

I had a rules disagreement with another player in my Commander pod last night about valid targets for [[Myr Retreiver]] and a board wipe. At the time of the board wipe, my opponent had no artifacts in his graveyard, but he had two other artifact creatures on the board. He argued that since they all die at the same time, they will be in the graveyard when it resolves meaning he can return one of the other artifact creatures to his hand. I argued that since they all died at the same time, when the Myr retriever dies, there are no valid targets in his graveyard and the effect fizzles. We ended up allowing it to resolve.