Are you talking Legolas type elves or Herbie the Dentist type elves?
What I take will depend on interest, but I have a small list:
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The private papers of the politicians I’m writing my thesis on, as it would make that work much easier. This is strictly, however, personal vanity.
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A visit to the Cotton Library pre-1731, “borrowing” as many of the works destroyed in the 1731 as will fit in the bag.
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There is evidence of several record companies making experimental radio recordings in the 1920s, but almost all of these recordings (the chief exceptions being ones found on the Edison site) are not now known to exist. I’d like to see how many of those would fit in the bag.
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Legion are the studios and archives that suffered vault fires that destroyed the last copies of films, and legion are the films (though, if my guess is right, I’m basically limited to one due to size) I’d like to save.
I guess I’ll d have to go with the entire intact Library of Alexandria, for the What is the Motherlode, Alex
…but to follow your criteria more closely.
I’d like to recover the first encoded and systemized alphabet, letters, pictograms, or lexicography “writ in stone”. Whoever did it first, I want to see the primary symbols of that language, the original, and the very first intention… the first word wrote, the first sentence spellt.
You’ll find like 50 thousand designs of camel saddles, a conceptual diagram of a drinking straw, and a scale model pyramid. Oddly, it will be associated with food groups. 
But as a fine artifact collector in time. I would go back even farther and try for the first representation of time. I would go for the very first circles ever drawn by any human ancestor digitally. I think it would likely be a representation of the Sun and Moon as prime symbols. Day as the first word, Night as the second. Day and Night in the sentence.
Even if it’s drawn in sand or mud, I can make a cast. Hopefully in my time with a bucky ball carbon aerosol plaster.
*Glorfindel *type elves. They’re extraordinarily hard to brainwash, and frankly it costs you 247 techs for every Noldo you successfully turn, but it’s worth it.
I would take the camera and get a picture of Lord Lucans final moment.
I would go to Nov. 22, 1963, around 12:30pm. Not so much to retrieve an artifact, but to slap the other time traveler who absconded with the smoking gun from the grassy knoll.
The Heart of the Ocean just as the old lady drops it into…
Wait? That whole thing was fictional?
Back to the drawing board.
You guys are all thinking too small. Skald, you remember the prototype of the continua device you built, right? The one that vanished mysteriously, and you thought that you had the quiddity balance on the reson concentrator set too unstably? Well, it turns out that it actually works perfectly.
Burroughs-Libby continuity device, eh? You need to be careful not to be wounded by any Sharp Corners! 
How about the original manuscript of the Tao Te Ching, straight fron Lao-Tse’s pen. And while we’re there, the correspondence (and recordings of any actual converstions) between Lao-Tse and Kung Fu-Tse.
Alternatively (and this may take some research to find the right time and place), as many originals of books of the Bible (or major portions thereof) as I can get in one trip.
I’m getting pbbth’s wallet.
Mr. Peabody, pack up the video cameras and set the Wayback machine for July, 1947. Roswell, New Mexico.
We’re going alien huntin’!
Not that I think we’re going to find anything extraterrestrial, of course. But my plan is either to bring back enough evidence to silence the tinfoil hat crowd (yeah, right!) or vindicate them.
Anyone want to take a guess what Adolf Hitler’s Walther PPK might be worth? 
Probably quite a lot if you could document provenance, the same as with many older guns that could have possibly maybe under the right circumstances belonged to somebody (in)famous. Without documentation, it’d sell for about the same as any war-era PPK. Maybe less, if you were unable to prove any engraving was period-authentic. There are scads of Lugers, P-38’s, and PPK’s out there sporting post-war plating and engraving that sellers try to pass off as belonging to Hitler, Goerring or other famous Nazi scumbag.
How will you prove its provenance?
Nazi Germany required registration of all firearms.
I daresay Adolf’s was license #1. If only for political propaganda reasons.
Serial numbers would be listed.
Another item: Lord Byron’s autobiography. His editor burned it after his death saying it was too scandalous.
I want to see HIS take on events, particularly the affair with Caroline Lamb, beyond what he wrote in his letters.