Everything supporting every figure, and more than you think. For self-employment: sales and expense records with receipts, bank statements, and details of business assets. For employment: your P60 and any P11D. For property: rent received, allowable expenses, mortgage interest, and any capital spend. Plus dividend vouchers, interest statements, pension contributions, gift aid donations, student loan details, and records of anything sold that might trigger a gain. Pension contributions and gift aid are the two most commonly forgotten, and both cost higher rate taxpayers real money when omitted, because the extra relief is only given through the return. Keep it for at least five years after the 31 January deadline. HMRC can and does ask, sometimes years later.