Get originals from your lawyer.
The only original that might be tough to get is your approved Labor Cert. There is simply one copy that DOL sends back and that goes with your I-140 application. But everything there on has two originals sent (one is courtesy copy): one to lawyer and the other to your company.
if you follow NVC route, both lawyer and company should have the originals and you can get any one of the two. if you have AC140, probably lawyer sent his/her original with your AC140, and then you take originals from your company.
Ideally, the consulate should have all the required originals...but it\'s just prudent and safer to take it.