There is a lot of evidence that you can submit. Here are some examples; of course not everything will be relevant to every relationship.
1. Evidence of communication: Skype logs, phone bills, emails, instant messages, letters, cards, etc.
2. Evidence of travel taken to see each other, or of trips taken together: plane tickets; boarding passes; visas, entry and exit passes in your passport; hotel and restaurant receipts; receipts for activities done together; photos.
3. Financial evidence: joint bank accounts and credit cards, joint leases or mortgages, each other named as beneficiaries on life insurance/wills/health insurance, etc.
4. Evidence that both of your families know about the relationship and approve of it (if possible); for example, I included evidence that my husband had called my sister several times.
5. Letters of support: friends and family members can write a letter stating that they have seen the two of you together and believe that the relationship is a genuine one. These can be letters, affidavits, or emails.
6. Wedding proof: receipts for the rings, the wedding dress, the wedding hall, the caterer, the guest list, a copy of the invitation, a list of gifts received, and photos. Similar evidence of the honeymoon, as well.
7. Gifts: show receipts for and photos of any gifts you have given each other, or that others have given you.
8. Photos: get photos covering the length of your relationship; photos of both of you with each other's family and friends; and try to get at least some candid shots that do not look posed - the two of you in the background at a party, laughing and looking happy, for eg.