The documents Trump took---AND HID IN A SAFE AT HIS PRIVATE RESDIENCE---had value to him, which he wanted no one else to have.

They either:

1. Incriminate him with some detail he needed to retain in hard copy form for whatever reason

2. Incriminate others and could be used as blackmail

3. Held value to trade for currency

If they didn't possess any value, he would toss them. I don't buy for a minute he wanted anything for sentimental or historical purposes. We know his mafia ethos.