If you haven't sent your marriage certificate with the application earlier, no doubt you must send it now. However, there are also other things they requested so you must send them as much as you have handy. Utility bills (water, gas, cable TV, internet, phone...) sent to the same address that both of you live together is good to prove cohabitation. I'm not so sure about joint bank account set up after you received this request will count as in a particular fraud this can be easily done, can't it? As for photo, in addition to your wedding photos, family photos taken together throughout the years may also help. Hope it gives you some thoughts. Don't worry so much, if the marriage is genuine, there are tons of ways to prove. ;D