I was always confused when they would ask for stuff like transcripts online because they don't actually ask for anything like that in the Embassy. Did you grow up in the US? At my interviews for little ones, they asked me things like where I grew up, schools I went to, streets I lived on, high school mascots, etc to gauge my response. I had no trouble showing I had grown up in the States, and they didn't need any more. If you have things already that demonstrate that you were from the US, might not hurt to have them, but don't stress too much.