NO- rejection for different visa type wont affect at all this time.
One of my friends had exactly the same case. He tried to bring his family (wife + 2 kids) in F2 visa when he was working in OPT, but was denied 3 times. Once he was in H1, his family were approved H4 without any problem.
If you have genuine job, no need to worry at all. She will get H4..
Documents: There is no any specification what your wife should bring. However, following is sample list -
1. A passport valid for travel to the US for at least six months after date of entry into the US.
2. A completed visa application form (Application submission confirmation page printout).
3. A copy of the H1B holders notice of approval from I797
4. Original marriage certificate for spouse (and it's english translation)
5. Marriage ceremony photographs (do not bring entire photo albums) --- might need it.
6. Clear copies of H1B visa holders passport (all pages of passport from front page to the end)
7. A letter from the H1B visa holders employer confirming continued employment
8. US tax returns and W2 forms for each year the H1B visa holder as work in the United States
9. H1B visa holders most recent pay slips from the United States employer.
10. Academic/trainings/merit certifications/awards etc.. of your spouse - optional thought but suggested.
Best of luck.
