Ableton's Collect All and Save command bundles every sample and preset used in a Live Set directly into the project folder, making the project fully self-contained and portable.
The four checkboxes in the dialog let you control exactly where Live pulls files from: external locations outside the User or Live Library, other Ableton projects, your User Library, or Factory Packs. Selecting only what you need keeps the folder lean. Note that triggering Collect All and Save while a set is playing will stop playback when you confirm.