1.) Your back-up plan. The call may have asked for two songs in contrasting styles but are you ready for Sophie's Choice when they cut it down to one song? How about 32 bars? 16 bars? 8 bars? I'm not kidding. I've had it happen to me more than once and it's not the kind of decision you want to make on the fly.
2.) Your water bottle. Please help cut down on the plastic and get a quality reusable water bottle to bring with you. It may be a little heavier to tote around but the planet will thank you!
3.) Earbuds. Use your phone to it's full advantage while waiting. Listen to a lesson you've recorded, an audio-book, an inspiring playlist, play games - whatever helps you block out the chaotic energy of the waiting room. Just stay off of social media. Studies have shown that many people experience a dip in confidence after spending time on social media sites and an audition is NOT the place to try to deal with that. Try the Self Control for Study app for droid users and just plain old self control for those of you with iPhones.
4.) Money for parking, tolls and passes. Maybe it's just me, but I spend so much time focusing on the artistic preparation for the audition that I forget the practicalities of actually getting there. Having to deal with last minute distractions and hassles can throw you off your game so be sure you have money on your train pass, gas in the car and money & a plan for parking.
5.) A snack - personally, I like some sort of protein and some fruit. Sometimes you're lucky enough to be called into the audition room right away or find out that you have enough time to leave and come back but there are often times when you are just stuck there. It's good to have a little sustenance and to do a bit of stretching & deep breathing to help keep your energy up.
BONUS ITEM FOR WOMEN: A second pair of shoes. Heels are great for the actual audition. Flats are great for getting to the audition AND to have on hand when they are typing people out and you are taller than all the men.