Fortunately I began keeping track of my artwork very early on...unfortunately I didn't always do it well. But, I do have most of my work recorded. There are a variety of artists' tracking software on the market but I still enjoy paging through books so I use binders. Initially I used a single binder and dividers, which I eventually painted as a plain black binder was very unattractive and I wanted something nice to view. Over time it spilled into a second and then a third binder which I separate for portfolio, press, and galleries/contracts.
When I began painting professionally there was no such thing as a personal computer so I tracked everything by hand on graph paper and took photographs which I then had developed (no digital cameras either) to add to my portfolio. Now I track each painting title, medium, size, date of completion and purchaser/seller/donation on an MS Excel spreadsheet which I occasionally print to add to the binder. Again, this was initially one page and now there are separate pages for each body of work.
Inside each binder are plastic sleeves that hold all the printouts which means that the sheets don't tear and everything stays nice and neat. This works particularly well with the newspaper articles and exhibit invitations. In my portfolio binder I also keep an updated copy of my Artist Statements and Curriculum Vitae (basically my artist's resume which includes Education, Professional Experience, Exhibits, Bibliography - articles + television, and Affiliations).
Often I think I'll remember everything even if I don't write it down, but believe me, I don't. I used to keep the rejection letters, but I don't anymore, unless they're exceedingly kind. Not only is it good to trace what you have accomplished and where pieces have traveled but it is also nice to see how far you have come as an artist as you compare early work and remember how you felt about it then to the growth you experience as an artist in the latest body of work.