Masks are scattered in various missions and episodes. Collecting them will allow you to enable extras (accessible from the start menu). If you missed a mask, you can always go back and replay the job/ episode to get them.
#1: Southernmost part of the map, in a small isolated lot near the tracks.
#2: Job: Jail House Blues
Shortly after freeing Kid Cooper, you'll reach the point where he'll carry TNT and you have to push him across the chasm. Before regrouping with him, destroy the crate blocking the outhouse to find this mask.
#3: Job: Jailhouse Blues
After deactivating the laser floor trap and before solving the archway lock mechanism, turn to the left from your starting point to find this mask behind some barrels.
#4: Raised platform, northernmost portion of the map.
Required: jailbird costume (unlocked after the job: Jailhouse Blues).
You need to hop on the train and wait until you reach the spot. Push the cage away then hop on it to reach the ledge containing this mask. There's also another bottle here as well.
#5: Job: Cooper for Hire
After the train track riding sequence, you'll arrive at a guarded area. Kill the guards and go to the upper level to find this mask.
#6: Job: Cooper for Hire
After riding the train track for the second time, you'll have to fight your way through the path until you reach the vault door. There are two crates you can destroy with Crackshot. Destroy them both to reveal another mask behind them.
#7: Job: Saloon Bug
There's a mask on top of the wagon in the middle. You may want to take out a couple of roving guards to avoid detection.
#8: Job: Jail Break
After pulling the second lever to raise the second river gate, don't zip down to regroup with Carmelita. Go down using the vertical rope to the side to find another mask.
#9: Job: Gold Digger
After entering the train car using Kid Cooper, you'll come across a wide floor trap. There's a locked crate you need to destroy on the first left. The mask is found there. Retrieve it after disabling the floor trap.
#10: Job: Gold Digger
After Bentley snatches the gold, make your way to the next train car and destroy the first crate. Head there and turn to the right to find another crate with a button. Shoot the button to make the laser barrier move. Cross the barrier and turn to the right. There's another mask there but just like before, you have to disable the floor trap before you can get it.
#11: Arcade Mini-Game: System Cracker
Collect all treasures in the episode to fix the arcade and make this mini-game available. Clear all the enemies in the first area to proceed. In the second area, defeat all the enemies again and acquire the panzer code. Head to the right and destroy the barrier to find this mask.