They're the most important pieces of ID you'll carry while abroad. Having the right documentation, a passport and, depending on where you are headed, a visa is critical for getting in and out of the country you visit.
You must file a Form I-131 and prove supporting documents (your immigration lawyer can file this for you). Your Form I-131 must be filed while you are physically present in the United States. You must attend a biometrics (fingerprinting) appointment.