Passport, valid at least 6 months after your date of entry into the U.S.
US Visa: To re-enter the United States your current US Student/Exchange VISA must be valid at the time of reentry.
I-20 signed for travel in the past 6 months
I-94
EAD card, if you are currently on Optional Practical Training.
It is also strongly recommended that you have a letter from your employer stating that you are fulfilling the OPT and acknowledging the period of travel.
Financial certification (not required by law, but you may be asked to present it)
If you plan to travel inside of the United States' borders, simply take the above mentioned documents with you
If you plan to travel outside of the borders of the United States you may need a visa to enter the country to which you are traveling. Be sure to check with that country's consulate concerning visa requirements
Travel outside of the United States requires a new "travel signature" on your I-20 or DS-2019 by the Office of International Programs; please come by the office two-weeks prior to your departure - do not wait until the last minute to get this completed