When you're sharing a document with someone else (perhaps as part of a co-development cycle) it's as well to arrange that both correspondents have the same set of auxiliary files, as well as the document in question. Your correspondent obviously needs the same set of files (if you use the url package, she has to have url too, for example). But suppose you have a bug-free version of the shinynew package but her copy is still the unstable original; until you both realise what is happening, such a situation can be very confusing.
The simplest solution is the LaTeX \listfiles command. This
places a list of the files used and their version numbers in the log
file. If you extract that list and transmit it with your file, it can
be used as a check-list in case that problems arise.
Note that \listfiles only registers things that are input by the
"standard" LaTeX mechanisms (\documentclass, \usepackage,
\input, \include, \includegraphics and so on). But if you
use TeX primitive syntax, as in
\input mymacrosmymacros.tex won't be listed by
\listfiles, since
you've bypassed the mechanism that records its use.
The snapshot package helps the owner of a LaTeX document obtain a list of the external dependencies of the document, in a form that can be embedded at the top of the document. The intended use of the package is the creation of archival copies of documents, but it has application in document exchange situations too.
The bundledoc system uses \listfiles to produce an
archive (e.g., .tar.gz or .zip) of the files needed by your
document; it comes with configuration files for use with
teTeX and mikTeX. It's plainly useful when
you're sending the first copy of a document.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=filesused