Receipt notices, approval or denial decisions, requests for evidence and responses, and records showing what status you held and when. Prescribed historical tax records may also be required for source of funds. Gather originals rather than reconstructing from memory, because dates in the two files are compared.
When a notice and your own file disagree
Imagine a receipt notice lists a filing date one month after the courier confirmation you kept. That conflict is worth resolving before it is repeated in an EB-5 petition, because copying an error forward makes the error yours. Missing documents can lead to a request for evidence or a refusal, so do not file a thin package intending to supplement later; assemble the evidence, then submit.
Ask who holds the original of each record, because in a two-file history the answer is often not you. An employer's counsel may hold the complete record of the earlier petition, including responses you never saw; the agency holds what it issued; you hold what was sent to you. Request the employer's file rather than reconstructing it, and note the date of the request in case the answer never comes.
Hypothetical example: an investor who once worked for a nursery-products company asks its counsel for the full petition history and finds a request for evidence answered without his involvement, which is a fact his EB-5 petition should state accurately rather than omit.