How do I do it? Folders. I get a regular plain folder and write the title of the story on it with my trusty Sharpie.
I keep all the written pages on the left side of the folder. This picture shows (from left to right) a page from an old manuscript with highlighted marks that I used in The Ultimate Evil, a brief idea, query letter help, and finally the beginnings of my acknowledgements and dedication page. I always write one for every story whether they get published or not, because it's nice to look back and see who helped you the most with your work.
On the right side I keep all my pictures, drawings, maps, and the like. Here (again from left to right) I have a drawing of Arvil that a friend did for me, along with a tracing that I did to add the scars and chipped horn. The next is a concept for a creature I created called the Vorrion (think a cross between a lion and a saber-tooth tiger). I also have a map of Morlaya and a creature that Arvil turns into that my sister drew for me.
I have a folder like this for every single story. I find it easier than keeping everything on the computer where you're flipping through two or more documents.
The one thing I do not keep in the folder is my manuscript. Mine are so long that I can't print them off (otherwise my parents would make me by the ink for the printer, and I don't have a job, so I couldn't pay for it!) so I just keep them on my computer and Jump (Flash) drives.
Anyway, that's how I keep my story stuff together.