Thanks for this great list! I had my interview yesterday and went prepared with everything. My citizenship was based on marriage and these are the documents that the officer looked at / took:
Passport, ID and Green card, obviously
Selective Service registration
Copies of last three years tax returns AND transcripts from IRS (though one or the other would have been fine)
Three months of bank statements
Three months of mortgage statements
My POE with the AP was actually Newark (there is a Newark-Beijing direct flight which goes over the pole). The officer just had my passport, the two copies of AP I have and also I had filled in the white landing card (the one you normally use for entrance with a visa).