Bring all originals or certified copies of your civil documents:
Marriage Certificate
Birth Certificate (I don't THINK you need his but just in case wouldn't hurt to have it)
Divorce documents (if applicable)
Police Certificate
Any documents from previous US Visas you may have had (if applicable)
Interview Letter
DS260
Passport (and any additional passports you may have if a citizen of other countries)
Additional:
Spouse's latest tax return (The don't always ask for this from what I hear but good to have)
Latest W2s (Maybe the last few to be safe)
If you have a co-sponsor, bring the above from them too
2 Passport style photos
Additional evidence such as photos to prove ongoing relationship (Again - they don't always ask for this one)
Anyone correct me if I'm wrong about any of the above. I don't THINK I'm missing anything but just in case, others feel free to chime in!