Photographs. Since Dill's mother works for a photographer in Meridian, he has more pictures than most kids of the time. He would probably include photos of his mother, various "fathers," and possbily Scout--though there is no mention of her having her picture taken.
Letters from Scout. Scout writes Dill often, since he is away from Maycomb for more than nine months each year. Since Scout is his "permanent fiance," he no doubt keeps all of her letters.
Train Tickets. Dill does lots of travelling between Meridian and Maycomb (and elsewhere), and he would probably save the ticket stubs as a reminder (and proof for Jem and Scout) of the places he has been.
Newspaper Articles. Assuming Dill's parents buy a daily paper, he might actually read about some of the news from back in little Maycomb. Or Scout may send him clippings of the news from Maycomb. Atticus appears in an editorial cartoon from the Montgomery Advertiser; Tom Robinson's trial and later death is covered in the Maycomb Tribune; and there must have been an article about the death of Bob Ewell and his attack on Jem and Scout--news that Scout would find irresistible to send to her boyfriend.