Applying for asylum is a serious filing, which requires solid proof of persecution from the country of origin. If you from Spain and live in Niger, and you visit the US, you cannot claim an asylum due to persecution in Niger, because you are Spanish. Assuming you also hold Niger passport, the US govt will simply ask you to return to Spain because you have an option. Why do you need to know what documentation you need? Search the asylum forum, it has great resources for people who are victims of their own countries.