I am taking a cruise that visits Hong Kong and then ends in Beijing.

We fly to Hong Kong for overnite to take a flight to Hong Kong. We board a Royal Caribbean Cruise ship for port visits to Saigon, Ho Chi Minh City, Hong Kong (two days), Seoul, and end in Beijing where we will stay for two days then fly to Hong Kong for our return flight to Chicago. Do I need documentation from the Consulate or do I just get it on-board the cruise ship? Please let me ASAP as I leave in four weeks.
Thank you.