Inspired by last nights South Park- what could a person who arrives naked, Terminator style, do or say to convince authorities that they really were from the future? Also what documenation could they bring to prove it as well?
documentation - authentic laminated copies of newspapers from the next few days after their arrival? Of course, their alterations in the timeline could upset the layout in places, but I’d imagine there’d be some interesting stuff left unchanged.
Predict a few choice events, sporting results and so forth from various regions of the world, within the next few days.
You’d better predict them CORRECTLY 
having a lot of advanced (as yet) undiscovered scientific/techonology related info would be a help.
I like the laminated papers idea. Then we could test them to radio-carbon test them to see if they really are X hundred years old.
Ask them just how stupid they think Rumsfeld is anyway. If they are modern they will say very! or not at all! If they blink at you unknowingly, you know they are from the future
(I was going to say Bush, but his name would be on a list of American presidents and possibly studied in school.)
Unless they’re just uninhibited about clothes in the future(possible), a person arriving naked would presumably be doing so out of the same necessity that would prevent then bringing any other articles (such as laminated newspapers) back from the future.
Well, how would you prove it if you went back in time, unexpectedly, with no artifacts?
Me? I’d be sunk. I don’t follow sports, and I’m terrible with dates and current events, so I probably couldn’t even “predict” fairly notable stuff accurately.
Well, I’d get September 11th right. 
Everyone I’ve known who claimed to be a time traveler or extra terrestrial was so obviously acting and trying to make everyone believe, that I think I could spot a phony just by listening to a description of their daily life. But I don’t know that I’d fully believe anyone claiming to be from the future, no matter how convincing, unless they took me to their time or brought some cool-ass tech back with them.
Successfully predict that the kid stuck down the well is really playing a prank and is hiding out in a barn. And have a piece of WWI shrapnel embedded in your thigh. Then have hot monkey sex with Madeleine Stowe.
And by hot, I mean twelve.
Have important dates with details in the near-future tattoo’d on my skin, so that I could transport them with me.
Never mind the predictions or the shrapnel! 
A hovering skateboard would do it for me.
(What was the name of that weird guy on that one messageboard who claimed to be from the future? It was linked from the SDMB years ago; really quite an entertaining piece of sci-fi at the end of the day. And a few mugs believed him. John Titor, there we go.)
Unless they were some janitor that just fell into the time machine, I’m sure they would know what technologies are involved in actually going back in time. That would probably convince me, as long as it is more than what is currently known about the subject.
How many of these people have you known? 
Well, it depends on what theory of time travel is actually true.
It could be that by going back in time, the time traveler has created an entirely new timeline, and chaotic events could now have different outcomes due to the small changes introduced by the time traveler. Or perhaps every random quantum fluctuation is reset, so every dice throw could now have a different outcome.
So while some events will occur exactly as they did in the time traveller’s home timeline, the divergence will become greater and greater, even if the time traveller doesn’t seem to do much to influence the past. If the time traveller walks down the street maybe one guy will be stuck behind him for a second and will have to wait at the crosswalk for an extra second, and so won’t get splashed by water and then won’t go to the dry cleaners that Friday and so won’t get that resaturant recommendation from the dry cleaner and so won’t go to that restaurant and won’t get drunk and slip on the ice and fracture his big toe and so won’t go to the emergency room where he would have met that cute nurse who turned down his request for a date, and therefore his confidence wouldn’t be crushed, so he’ll have the confidence to ask the waitress at the coffee shop for a date, and when he goes to her apartment to pick her up he gets hit by a bus and dies and so his son, who would have become Hitler 2.0 is never born. And so on.
So things like predicting sports events might or might not be possible depending on how time travel and quantum chaos really works. Probably events very close to when the time traveller appear will be very similar, probably indistinguishable, to events in the time traveller’s home timeline, but we can’t say that for sure.
Along similar lines, it would really be better if you were disbelieved than if you “predicted” 9/11. The conspiracy theories are bad enough as it is.
Terminator-style time travel (specified in the OP) does not allow you to take anything with you. Documents, technology, anything of the sort is impossible. The best bet would probably be to memorize a few events in the near future (relative to your arrival point). I like the tattooing idea; that way I wouldn’t have to worry about forgetting the info.
Of course, if your presence changes those events, then you’d be SOL. And if you predict a major terrorist attack next week, then the FBI will probably assume you were part of the conspiracy and arrest you. Plus, you’d be undocumented.
I’m thinking ‘Time Traveller’s Wife’ stylee here. Would the tattoos travel? I’m pretty sure it’d still be external to the body and stay behind.
It would actually be quite hard to do. Most of the examples given here to show proof actually concern one of us going back in time. Not dealing with somebody who suddenly turns up right now. And the problem with that is that right now there is nothing particularly hugely newsworthy going on in the world which a person could use to reasonably and *rapidly * explain their nekkidness. Sure there are lots of minor or local dramas every day - but what if you turn up somewhere that people haven’t heard of these things?
If someone suddenly appeared the day before something like a major newsworthy incident such as the unexpected death of a celebrity or unexpected sporting victory then they would have a reasonable period of time in which to show that they are telling the truth. If, however, there is nothing major going on then they have to hope that the future events they relate are things which the people arresting them will be hearing about. And that’s tricky. No point memorising the headlines of the Wembley Leader if you’re going to end up in Sydney, Australia.
The reason that I’m focusing on rapidly establishing that they are a time traveller is that the most likely outcome is for a person to be arrested/sectioned. At which point they will be languishing in an institution until such time as the events they predict occur. I think the lesson here for time travellers is that you simply must calibrate your machines to send you back to a few hours or at most a day before a major event if you want to have any chance of convincing people.