What did a free slave have to carry for paper work?

Generally, they had to carry papers showing how they became free; either the paperwork granting manumission by an owner or paperwork showing they bought themselves out of slavery.

A free Negro had to carry a certificate of freedom. It was numbered, registered, and issued by the courts. They were called "Free Papers" and it gave the name, stature, and complexion of the carrier. The papers indicated how the freedom was obtained. Free papers had to be renewed.