Personal Emergency Kit
Reposting a great link from Personal Finance Advice. It reminds me that I've lived in my home for 1.5 years and I still have to take copies of my mortgage/home papers to my parents to keep for me in their safe deposit box. I am a keyholder for them and a few years ago I had to go into it to get something for my mother. I spent a good hour browsing my parents' history in that box. I learned the original purchase price, the refinancing they did, papers for some investment property they had, etc. It was kind of neat.
Anyhow, PFA's post is very good. Lest you forget, make sure you also have copies of both sides of your credit cards, your passport and driver's license if you travel. I keep it it my hotel lest I be mugged in some sketchy neighborhood in the 17th Arrondissement.(Can you tell I like the word 'lest'? I've used it now three times in this post!)
The last thing is to also make a will. I go camping every year in the desert where your safety is not guaranteed. For this reason, God forbid, I make a little will before I leave town. I suppose I could be in a fiery car accident on the Beltway too, so it's nice that I have left a statement for my family so they know what I would have wanted in the way of disposing my assets. Now that I have a cute nephew, there are things I will want him to have when I get this year's will ready. (I almost called it a 'statement' since I don't have this thing recorded or anything like that.)
I think a will is especially important if you have children or a spouse to whom things will go. Since I do not, mine just directs stuff to my family with instructions for some charitable donations. It's a personal thing, do what you want with yours, but just do it.