In a big plastic ziploc bag I have train tickets, vouchers, prepaid anything, hotel reservations, itinerary. This goes in the front zippered compartment in my rolling carryon. If I have to gate-check my bag it's easy to pull out the bag and transfer it to my small carryon daybag. In my small carryon daybag I have a small spiral-bound notebook with a daily itinerary that includes sights, train/bus connections, hotel info (one page per day). This has a page for bank and credit card info (phone numbers). The notebook also has room for notes, list of photos taken on the back of each page - I take long trips and would never be able to remember some places without it. I email a copy of my itinerary to myself and at least one person in the US.
Don't forget to call your bank/credit card company to tell them you'll be using your catds in Europe - otherwise your transaction may be declined for suspicious activity. Call again just before you leave to confirm that they have entered this info into your file.
Passport is with me. One more hint: if you like a hotel or restaurant enough to recommend it, take their business card. I always take the hotel's card with me during my stay in case I need it (helpful especially if traveling with kids and they get separated).