As soon as possible. The longer you wait, the more suspicious the workers' comp insurer will be. Or the insurer may claim that you waiting made your injury worse. Be sure to keep all the medical records, including for: hospital stays, clinical visits, medications, physical therapy, and medical equipment. Also take videos/photos of your injuries, and compile contact information of accident witnesses who could testify as to what happened. This evidence serves as proof of your injuries and the expenses you need to be reimbursed.