You will need to bring many things, some of which will take weeks to get hold of so start tracking them down now. I couldn't find last years thread on this subject, so I'll try to list everything I can think of. Various airlines will have slightly different requirements, but they mostly will need this stuff...

License(s)
Medical (CURRENT 1st class, not lapsed to 2C)
Driver's License
Passport
Birth Cert
DD 214
HS Transcript & Diploma
College Transcript(s) & Diploma(s)
List of residence addresses (at least 10 years)
List of employers w/ contacts (at least 10 years)
References (three)
Letters of reference (from pilots, examiners, military superiors, etc)
National Drivers Record (recent)
List of all tickets (at least 10 years, estimate if you don't have exact dates)
List of ANY non-traffic criminal convictions, with supporting documents.
Awards/recognitions
Military awards
Resume
Original Logbooks w/ endorsements
Printouts from e-logbooks are also good, but still bring originals.
ATP written if required (FE if they operate jurasics).
Any forms they ask you to fill out in advance.

Bring originals, plus 5 copies. The transcripts will need to be certified...these are usually sealed in an envelope, so might as well order a bunch while you're at it. Organize it all in folders and carry it in a briefcase. I'm sure I forgot some stuff.