That depends upon the category of Canadian Immigration under which you are applying.
Under the Skilled Worker category, supporting documents usually include evidence of civil status, employment, education, language ability and assets.
Under the Family Sponsorship category, supporting documents usually include evidence of civil status, the genuine nature of the relationship between the parties and the ability to commit to an undertaking of support.
Under the Business category, supporting documents usually include evidence of civil status, business management/ownership experience and a sufficient amount of assets, legally obtained.
Under the Provincial Nomination Program or if you are intending to reside in the Province of Quebec, you will have to submit additional documents in support of your application, as per the province's specific requirements.
Under all categories of Canadian Immigration, Citizenship and Immigration Canada requires
Police Clearance Certificates from all countries that you have resided in for more than six months since your 18th birthday.
Canadian Immigration Visa Offices may, in addition, have specific requirements regarding supporting documentation. It is advisable to seek expert guidance or instructions from the Canadian Immigration Visa Office to which your application will be submitted.