Number 1 :: The first hidden extra can be found near the start of the Asylum. First you need to get the gun and kill the Deadlite, go back to the start of the level and look through the window in the next room. Target it with the gun, then go through the window and grab it.
Number 2 :: Open the stall doors in the bathroom to find another extra... The bathroom is after the part where you shoot the flying furniture in the Asylum and taken the elevator.
Number 3 :: After you have electrocuted the man on the table in the Asylum, go down the stairs and enter the door on the right. There should be a hidden extra there.
Number 4 :: Go with Sam to the graveyard, look for a hole in the fence, jump into the water and have a look back and you should find the hidden extra.
Number 5 :: You can find this next extra after the graveyard save point, it's near the stream, just go back a bit and you should find it.
Number 6 :: Go into the cave after you have changed into Sam for the second time, enter the stream and you should get taken to the next extra... But watch out for the spikes, you'll likely get killed by them.
Number 7 :: On the Mine level on the platform where the second spirit is, go to the right to find the Hidden Extra.
Number 8 :: In the Woods level, you will find another hidden extra near the bridge... It's quite compicated to get, but it invloves shooting the hole at the top of bridge with a harpoon gun to bring it down and allow you access to the hidden extra.