I'm pretty much in agreement with the list above but would add a good torch, perhaps more than one, as an necessity as I tend to shoot sika in forestry at last light.
To the optionals, but really nice to have, I would add some of those glow/light sticks that you snap and they then produce a good light for up to about 36 hours. When it is clear that I will be following up a deer into forestry at last light I usually snap one and drop it at the spot from where I took the shot. I will then walk to where I thought the deer was standing and drop another one. If I know the deer ran to the left then even in the dark I can see this line and I know that it is a last resort to search on the right hand side of it. If the heather is high then I might leave my sticks in the ground and attach the light stick or tie it to a tree. I also use two light sticks for marking a blood trail, if I find any, putting one on the last drop of blood I saw and then hunting until I can put the one in my hand on the next drop, then I go back and retrieve the previous one etc.