Shortly after takeoff, we began to look for the all important briefcase containing all the paperwork including passports. We couldn't find it anywhere, so finally asked to pilot to set down as soon as possible for us to check the wing lockers. A quick descent in Roswell, and we all breathed a sigh of relief to find the missing case in one of the wing lockers. With the relief, we all fell asleep until our scheduled stop in Salt Lake City.