Detail Oriented.

Here is the chapter and scene in which to find the collectibles. You don't need to reach an autosave point to have this registered - you can quit out once you get it.

#1: Chapter 1, Ever Watchful:
On a table after the second set of stairs you walk down.

#2: Chapter 1, Ever Watchful:
Once outside where you're supposed to take a turn to the right, check left first.

#3: Chapter 2, A Great Mind (keep in mind that you should grab the collectibles before talking to Tesla):
On a table to the right just as you enter the room.

#4: Chapter 2, A Great Mind:
On the left side, a little bit further into the room.

#5: Chapter 3, Into Whitechapel:
When you approach the people giving a guy a beating, head down the stairs to the left of them.

#6: Chapter 3, A House of Ill Repute (you should grab all collectibles before talking to the Marquis to progress):
On the table with the passed out guy.

#7: Chapter 3, A House of Ill Repute:
On small table close to the end of the room.

#8: Chapter 3, The Puppet Queen:
After the big shootout, check out the building where the rebels emerged from.

#9: Chapter 3, Rebel Contraband:
In the room after helping the wounded constable.

#10: Chapter 4, Whitechapel Underground:
At the back of the room once you enter the hospital.

#11: Chapter 4, Whitechapel Underground:
Underneath the flag on the left side of the room.

#12: Chapter 4, Whitechapel Underground:
On table next to the fire extinguisher in the middle of the room.

#13: Chapter 5, CQD, SOS, DE, GFAXX:
After progressing into the previously locked door you will find it among some weapons and ammo.

#14: Chapter 5, Divided:
After you are separated from Sebastian, take the path to the right.

#15: Chapter 9, Mistrust:
At the beginning of the mines on a table to the right

#16: Chapter 9, Wounded:
A little bit past the door you're supposed to unlock.

#17: Chapter 10, The Plot Thickens:
In the first building, second floor at the end of the room

#18: Chapter 10, Munition Room:
After the shootout on the ship, the collectible will be on the floor in the munition room.

#19: Chapter 10, Munition Room:
After getting #18, go up the stairs for a photo.

#20: Chapter 10, The Warehouse:
Once you enter the warehouse, turn right.

#21: Chapter 11, The United India House:
In the second room. Grab this before you pick up the weapon as it'll trigger a cut scene.

#22: Chapter 11, Covert Mission:
After picking the door.

#23: Chapter 11, Not a Moment to Soon:
Close to the News From the East Indies-cylinder, there's a room you can break into.

#24: Chapter 11, Finding Proof:
On a desk to the left

#25: Chapter 11, Finding Proof:
At the end of the room on a desk.

#26: Chapter 15, A Path Seldom Walked:
After entering the catacombs, take a left.

#27: Chapter 15, A Path Seldom Walked:
Before breaking through the door, take a right.