kj2007, I think Praetorian meant the interview letter. The IL says they can keep any originals that you don't provide photocopies for. I think in practice they can make copies there and hand the original back to you; but do bring originals AND copies to be safe.
You should bring all documents listed on the IL, plus evidence of a bona fide marriage which would usually consist of some of the following: your marriage license; pictures of you and your spouse; pictures with each other's families; pictures of your wedding; pictures of you together on vacation; leases of apartment; proof of joint property such as a house or car; joint loan payments; joint credit cards or spouse as authorized user; joint bank statements of checking or savings accounts; joint CDs or CDs with each other named as POD or ITF; savings bonds in co-owner registration; car or life insurance with spouse as beneficiary; retirement accounts with spouse as beneficiary; children born to both of you; evidence of pregnancy; taxes filed jointly; driver licences with the same address; affidavits from family and friends.
Do you live with your spouse (or will you live with your spouse at the time of the interview)? If not, further evidence is required that I can tell you about.