Good lists above, and most of those items are in my range bag.
I'm limited to shooting at an indoor range nowadays, but you could add a collapsed cardboard box or two to open up and staple or tape targets to. That's if you're going shooting on the free ranges. (BLM, Grasslands, mountains, desert.) Here's my range bag with some contents.
I found green masking tape (instead of the tape shown) is good for covering previous shots in the greenish Transition II silhouette target.
The orange-painted stapler is so I can tell my stapler from the range's staplers, and to visibly remind anyone who may borrow it (yeah, like somebody else said, that's a pain) not to pack it up with their stuff when they leave.
There'a also a bottle of eyedrops.
I don't use the sight blacking much any more, since I painted my front sights red. You can spray over the red (nail polish) if you want to because the sight blacking comes off easily.
I dont use the 2 meter handi-talkie any more either since I finally broke down and entered the 20th and 21st Centuries and got a cell phone.
Earplugs for under the muffs, a borelight, markers and pens for notes.
Inside the bag is most of the stuff mentioned in the above posts, including a collapsible cleaning rod, but I've picked up a couple of hints myself from this thread.
One thing I haven't seen is a couple of segments of 2-1/2 or 3" cardboard tubes for rolling up targets in and bringing them home.
Just for the indoor range, I keep my handguns in a cheap grocery bag. I can fit three guns in there in their individual cases:
Bags like my range bag are cheap at the thrift stores. Seems like sooner or later, folks donate all kinds of nice sturdy "luggage" to the thrift stores. Luggage, like, you know, for lugging stuff around. I always find a couple of computer bags there. This one I got for $5.00 or so a couple of years ago, but it's regular luggage, not a computer bag.
Terry, 230RN