To refinance your auto loan you'll need to bring some personal information with you such as Drivers License, proof of address, information on whether you rent or own your home or if you owe on a mortgage you'll need to show how much you owe on your mortgage.
You'll also need the vehicles information such as year of vehicle, VIN number, mileage of vehicle the remaining loan balance and the current lenders information.
If you owe more than the car is worth though then it might not be worth refinancing your car loan and some lenders will be reluctant to refinance a car loan if you owe more than the car is worth.