Yes, if N-400 is based on marriage, both spouses should go. Many times US citizen won't be interviewed, but some time officer wants to talk to them.
As for documents, immigrant should bring all passports (valid and expired), all USCIS ID cards (Green card, EAD, Advance Parole etc). Marriage certificate. Divorce certificate(s). Children's birth certificates if applicable. Driver license or state ID (green card holder and US citizen addresses should match on their IDs).
Bank statements, utility bills, tax return transcripts, joint leases and any evidence of bonafide marriage