At closing the buyer gets a copy of the HUD Statement and all of the loan documents that were signed. The loan doc's typically include any Deed(s) of Trust and that's about it. The property deed will usually be sent a week or two after it's been recorded at the Register of Deeds. You normally will receive a General Warranty Deed but some cases you may be given a Special Warranty Deed.
Are you wondering from the lender, the attorney, your real estate agent or every piece of paper that you might get from all of them? You should be getting a copy of everything that you sign at the attorneys office and copies of your loan docs should have been given to you by the attorney at closing.