My off-spring and my animals.
The insurance docs are not in a fireproof box but I'd never find the fuckers either so I wouldn't bother trying. Hmmm... perhaps I should buy a fireproof box!
If I could conveniently grab my mobile on the way out the door to phone the fire brigade I would but again - I wouldn't go back in or stop to look for it.
There's plenty of stuff of sentimental value I'd be devastated to lose (paintings from my father, my grandmother's charm bracelet, my grandfather's watch, my teddy bear that I've had since birth :redface

but the people those things represent to me would much rather see me alive than burned in a fire trying to save an inanimate object. It'd be more disrespectful to those people to go back in than it would be to let the things burn.