I’ve got as many receipts as possible for mine, and taken a few photos. Though I’m missing receipts from stuff I’ve bought off the forums, and bits off ebay is a grey area. I’ve heard you can get your LBS to do an evaluation for you and produce a certificate, which might be worth looking into.
You have to be very careful who you go with though, as some companies (including bike specific) pay out based on the frame serial number year. They take off 10% per year, so my 2003 frame with new fox/xt/dt swiss components would be worthless as insurance claim with certain companies. Make sure you read the small print. I spoke to someone with my insurers and it “should” be ok with photos, but I’m still not 100% certain.