My husband had K3 interview in Lagos. I will tell you what I did:
As far as originals go he will need the original I-134 Affidavit of Support and it needs to be notarized
the past 3 years tax returns and W2 or you can get tax transcripts from the IRS they are free and won't have to include W2s, a letter from your employer stating how much money you make a year, if you are full or part-time, your occupation if your job is temporary or permanent all this needs to be on company letterhead. You can also send bank account information like a letter from your bank about your deposits through the year and you have an open account with them and it is in good standing but this is only optional if you meet 125% Poverty Guideline.
He will need the original marriage certificate.
He took emails from me to him and him to me, yahoo chat logs, lot of pictures of us and me with his family, PHONE BILLS or PHONE LOGS they are very important, letters and cards we had sent to each other that are in the original envelope with the postmarks on them. I sent him a copy of the whole petition I submitted and all the approval letters from the USCIS and the NVC just any and everything that had to do with both of us showing that we were having communication after the marriage. The CO didnot ask for all this stuff but you never know what they will ask for and it is best to be on the safe side. If you have any more questions just PM me. Good LUCk and Welcome to VJ!