As you want to get the list of documents which are needed when applying to study abroad so here is the information of the same for you:

Application form of the University

Covering letter.

Application fee cheque. In case the fee is waived or deferred, enclose a photocopy of the letter.

Statement of purpose.

Letters of recommendation from your teachers (unless they are required to be mailed directly to the university concerned)

Photocopies of test score reports.

Financial statement.