Yes. Depending upon the case type, an original or certified original copy of the document may be required at the time of filing. Legal counsel must advise on this aspect.
If you are filing an Adjustment of Status application with the USCIS, copies of many documents will suffice at the time of filing. However, at an interview with USCIS you must have your original documents so that the interviewing officer may verify that the copies submitted are accurate.
If you are pursuing your immigrant visa through a U.S. Embassy or U.S. Consulate abroad, the DOS will require original documents at the time of filing which will be returned to you at the conclusion of the process.