When traveling to and around Southeast Asia, you should keep your passport and a pen handy at all times. The passport part may seem obvious, but it's surprising how many people bury their passport in the deepest recesses of their bags as soon as they check in, and then have to drag it out several more times as they make their way through the airport, sometimes at the cost of many delays to their fellow travelers.
Your passport is needed to check in for all flights in Asia, not just international travel. Of course, you also need your passport to get through immigration when you leave a country. At most airports in the region, you will also need to show your passport before boarding the plane. It may also need to be shown when passing through security screenings.
The pen is used to fill out forms. All of the countries in the region have entry forms. Even if you have a visa, or don't need one, you still have to fill out the entry forms. When traveling by air, these forms are usually handed out during the flight and should be completed before landing.