There are already a number of great resources for a few different states like Arizona, Nevada, New York and Pennsylvania in the WIKI. You can get there by clicking the WIKI link in the navigation above!
This is important so I'll make it bold: To find out what documents you will need, you need to find out what you will need from wherever you plan to apply. For instance the required documents could vary from Los Angeles, to New York, to London. That being said, here is a link to the checklist that I used years ago and is now old (this is old, don't use it).
I used a couple other sources when I was gathering paperwork to solidify my case. I have a bad name discrepancy on my GGF paperwork that trickled down into my GF birth certificate. To prove these were the people, I contacted Lawrence County Prothonotary and the Diocese of Pittsburgh.
The Diocese of Pittsburgh, good on the Italian church to keep good records of my most-likely Catholic ancestors, were able to send me a couple letters with information. These documents were not required nor were they even recommended in anything that I read, but I figure my application is like a court case. It's up to me to prove these people are who I say they are. Here is one of the letters I received: