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I hope You do not have approved I-129, If it is of green Color it is Approved I-797 because I-129 form is filed to INS for H1 Extention, Transfer, new H1b approval and Lawyer or HR or Your Employer should have the copy of it, it is a form which states about company, date of filing, your name, visa status, I hope your company HRshould have the copy when they filed it because Employer has to Sign it so employer always keeps the copy. INS NEVER RETURNS I- 129, it is filing form, what INS sends is Approved I-797
If you are changing for H4 I think your H1B Copy of approved I-797,copy of your I-94, your merriage certificate, your 2-3 latest pay stubs, your passport pages and the passport pages of the person who needs H4 are enough documents. you have to fill up form I-1539 for COS., and pay the fees $140.