Data Storage #1
This one can be found after the Metal Gear Ray fight, during the chase. After sliding underneath a large pipe, but before sliding underneath the sewer gate, cut through the thin horizontally stretched grate and slide through it (by holding Ninja Run + Y (Xbox) or Triangle (PS3)) to reach a dark area in which you can find the first data storage item.
Data Storage #2
Make your way to Sundowner and Jetstream Sam on the other side of the train. After jumping over several containers, carefully drop down on the other side, but don't approach your foes just yet. The second data storage can be found on the right side of the train.
Data Storage #3
Slice the chandelier to pieces in the first building to find the third data storage item.
Data Storage #4
In the main thoroughfare, look for a box to the left of the church doors; it contains the data storage item.
Data Storage #5
After defeating Blade Wolf, slash the nearby door open to find the data storage item on top of the cabinet in the corner.
Data Storage #6
In the large area with various IR Sensors, turrets, and three cyborgs patrolling the upper catwalks, move to the far end of the upper walkway to find this data storage in the darkness.
Data Storage #7
In the sewer area with the three Mastiffs (right after you've found a cardboard box in a generator room) follow the upper catwalk and pipes to the left side of the hall to find this data storage inside a box. Be sure to not slice up the catwalks!
Data Storage #8
During the time you're controlling the dwarf gekko, look for a small shaft to the left of your starting position and use LT or L2 to move through. This data storage item is inside the shaft.
Data Storage #9
During the time you're controlling the dwarf gekko, jump on top of the crates in the upper right corner of the area, stacked underneath the yellow catwalk. This data storage can be found here.
Data Storage #10
Right before entering the first building, jump on top of the glass coating of the escalators and walk to the end to find this data storage item.
Data Storage #11
When making your way over the roofs, you'll soon jump down a building that has a civilian on it. When you land on this building, a Slider will fly right over you. Either use an Rocket Launcher/Homing Missile to gun it down, or use an aerial strike (Y or Triangle) in its direction, combined with Blade Mode afterward. In any case, it is the proud keeper of this data store.
Data Storage #12
When you reach the underground, head left until you reach a dead end. Climb the nearby railcar and move continue down the tracks. You'll reach a part with a Mastiff walking (every now and then) on a low carriage. The data storage can be found near the debris to your left (this is the direction you came from, and the debris was blocking your way).
Data Storage #13
After getting back on the streets (after the underground part), fight the third fight in this area (on some very long stairs).
Before moving on to the next area, return the square at the base of the long stairs. Hop onto the vending cart to the left and from here, jump to a nearby ledge in front of you. You should be able to jump to the round/curved ledge to the right from here (perform a few aerial slashes to give that little extra boost you might need). The data storage is located on this ledge.
Data Storage #14
In the lobby of Marshal building, defeat the enemies first, then go upstairs and immediately right. Jump on the pillar and from here, leap over to the large TV hanging on the wall. You can now make your way over the second TV and to another pillar, on which you'll find this data storage item.
Data Storage #15
This data storage item is found in the last area of the Japanese Garden, right underneath the very last catwalk. It's located in a box.
Data Storage #16
During the third battle on the big elevator, when dwarf gekkos areslowing your platform down, quickly defeat all cyborgs before jumping on the adjacent elevator. This data storage will appear where the last cyborg died.
Data Storage #17
Inside the server room, where you meet Sundowner, head upstairs and move to the far end of the walkway to the right. Climb the pipes here (with Ninja Run) to reach an otherwise inaccessible part of the walkway that contains a box with this data storage item inside.
Data Storage #18
In the first area, there's a small green garbage can behind the carriage on the other side of the street. Slash this garbage can to make the data storage pop out.
There are no data storage items in this chapter.
Data Storage #19
After entering the base, move on top of the containers to the upper left in the first area to reach the platform attached to the building. The data storage can be found at the end of this roof.
Data Storage #20
In the hangar, jump on top of the second plane (initially furthest away) and carefully hop onto the right propellor to find the last data storage.
Congratulations on finding all data storages!