I do. I keep a small journal with every one and I got dollar store photo albums that I made into a small scrapbook. I keep all the journals in a photo storage box. If I give a quilt as a gift the journal goes with it.
Edited to add, I keep snippets of the fabrics I used in my mini scrapbook. Its fun to see what I worked with. The journals keep track of time that I worked on the quilt, like, this block took 2 hours, etc