I've done something like that. I had a scrapbook of playbills and pics, just for sentimental reasons - someday when I have kids I can show them - look, I did cool stuff!
Although I haven't done it in sometime, I kept a post-mortem journal for myself. I would basically evaluate what I could have done better, things I learned along the way, things I did really well... It was a nice opportunity for me to take stock of each experience (as a post-mortem is) but also to look back and see how far I've come.