Another part of the package should be a short letter from you, maybe one or two pages in length, stating in general terms, how you met your fiancé and your understanding and intention to marry her within ninety days of her arriving in the US.
Besides the pictures of you together, you may want to make copies of airline tickets and hotel reservations documenting your visits to meet her.
You may also want to make copies of phone bills that show telephone calls placed to her. You may want to make copies of money transfers and gift purchases made on her behalf.
The idea is to demonstrate that you have a serious on-going relationship with her. Evidence of financial and emotional commitment to the relationship is the best way to support you claims of a serious on-going relationship.
Do not send copies of actual correspondence between you and your fiancé as supporting documentation. Information in the letters may raise questions in the mind of an interviewer or provide an avenue for the INS or embassy personnel to broaden their investigation of you or your fiancé further than necessary.
Watch Out For Smoking Guns:
You may provide invoices to support expenditures for processing correspondence as evidence. However, be careful about the appearance of payments to marriage agencies that you submit as evidence.
If the INS or US embassy personnel see documentation from the marriage agency that you have written to fifty or sixty different women (i.e. the invoice from the marriage agency lists the names of all the women you have been corresponding with on the invoice), this may raise questions in the minds of INS and US embassy personnel as to the sincerity of your on-going relationship with your fiancé.
Also, I wouldn't submit your invoice from Ed's Cheap and Easy Russian Babes Tour as supporting evidence in your fiancé visa application as it may appear to undermine the sincerity of your special relationship with your future wife.
Don't get paranoid, but understand that the INS and the US embassy personnel are on the look out for fraudulent marriages or people trying to scam their way into the US.
Use your best judgment in evaluating what makes for 'excellent documentary evidence of an on-going relationship.' Look at your documentation as they would.
Their whole process is designed to weed out the bad apples. It doesn't mean that you are not sincere in your petition. It means, don't give them a leg up by providing ways for them to question your petition. Don't paint a bull's eye on your back. You want to try to make your petition as strong, seamless, and bulletproof as possible.
Proof of a Long Term Relationship:
You want to provide compelling evidence as to your on-going relationship, your meetings together, and the sincerity of your desire to get married to each other. Everything you send in your petition is designed to support that contention.
Consequently, leave out anything that may allow the authorities to question your intent or provide avenues for them to probe deeper into what they may think are potential discrepancies in your documentary evidence.
You may also submit a letter from the priest, pastor, rabbi or religious leader of the place where you are getting married. The letter would indicate that you have discussed marriage plans with the person who is going to marry the two of you when your fiancé arrives in America.
You may also include a wedding invitation as evidence, although this may be difficult to produce at this stage in the game. It is difficult to plan a wedding when you aren't sure when your fiancé is going to arrive.