Travel to Three-Horns Divide, head to the marked location and enter the small camp. Kill the enemies there then take out Boll. Examine the ECHO recorder he drops then find the other recorders in the marked dead drop locations.
In this area, shoot the chains on the hanging anchor to find the recorder.
In this area near the Sanctuary Gate and beside the pump, use the valve to spew the ECHO recorder out.
The third Echo is found near Claptrap's ship. See the video below to find it easily.
Memoriam: Third Echo
After getting all the ECHOs, turn them over to Lilith to complete the mission.