While not the the case for every profession, in certain professions, such as those centred in design, having your own portfolio of work is absolutely necessary for an interview. While others may only need to have a full history of employment, for practical jobs such as with product or web design, being able to show off besides simply saying “this place was very happy with the work I did for them over the two years I was employed there” will demonstrate your abilities far more readily to any potential employer.
Building your portfolio up isn’t such as simple task either. You want to be presenting a series of projects that you’ve been involved with as well as ones which you’ve done on your own; sometimes this will mean doing work in your own time so that it can become a part of your portfolio. You also want to make it really diverse as well, so that any employer will see you as adaptable and having a diverse set of skills; and therefore more valuable as an employee.