I take it you were born a US citizen? If so the root proof is usually a birth certificate, but if you were born to US parents abroad, there will be other documentation (you can pursue this from the state department if this is the case). As others pointed out, you can then use whatever documentation you have above to get a US passport, which is pretty good document for most people to prove citizenship.
If you were naturalized, then your proof is the certificate of naturalization. Again, with that you can get a US passport.