The following information is usually required during the loan process.

Identification:
Your social security number

Assets:
Bank statements for past two months
Investment account statements for past two months
Life insurance policy
Retirement account statements for past two months
Make/model of vehicles you own along with their resale value

Liabilities:
Credit card account information, including balance & monthly payment
Auto loan account information, including balance & monthly payment
Personal loan account information, including balance & monthly payment
Incomes:

Current pay stubs and W2, or if self employed, past two years of tax returns
If you currently own Real Estate:

Mortgage account information, including balance & monthly payment
Home equity account information, including balance & monthly payment (if applicable)
Home insurance policy information

Courtesy of David Garofalo
Prospect Mortgage