When it is for a special occasion like a wedding I do make a label. Mostly I don't.
I do keep my own documentation in physical notebooks/photo albums. Started out as photographs back in the day. There are a couple of years that aren't very documented at all when I didn't have a working camera. Going through the albums I have found projects I forgot about. I often include things like actual fabric samples and templates or quilting designs or whatever. Sealed baggies for the win for that sort of thing!
Now that I have a color printer I should print out some of the pictures and start a new notebook. I do have several backups of my digital images but no hard copies.