With Just Cause 3's vast world, it should be expected that there will collectibles scattered all throughout the country, some out in plain sight, others in very secluded locations. The game will help you track the collectibles that can be found in each region. You just need to zoom out to view the Province's properties and see the collectibles available for that province.
Upon liberating a province, all collectibles left undiscovered in the province will appear as small question marks. That said, it's recommended to work on liberating the whole province first so you can easily find all remaining collectibles in it.
The game has five types of collectibles:
Ancient Tombs
These appear as mounds with wooden doors. They are covered in vegetation and can be easily missed if you don't know where to look for them. To "collect" them, you have to find the door and interact with it to pay your respects. Finding all ancient tombs will unlock the Urga-Supka-210 in Rebel Drops.
Daredevil Jumps
These are basically ramps where you can launch any vehicle in the air. They are probably the easiest collectible to find since some of them are part of sprint challenges. To count as a collectible, you should use the ramp and spend considerable air time until you get the notification. You should also be inside the vehicle during the entire stunt. That said, you can't just drive a tank off these ramps or launch unmanned vehicles with booster grenades since they won't be counted.
Di Ravello Tapes
These tapes are unlocked in order, no matter which order you find them. These will tell the story of the dictator as he started from bottom on the way of becoming a dictator. Finding all tapes will unlock the Golden Urga Mstitel attack chopper.
Rebel Shrines
These are small shrines that serve as tribute to the fallen rebels that died for the cause. Interacting with them will allow Rico to light up the shrines permanently and will count as "collected". Lighting all rebel shrines will enable the fast-travel option anywhere in the game.
Vintage Parts
These are found as a pile of rubble with a shovel. These digging spots contain the parts of different guns and an old plane. Collecting all vintage parts in the country will unlock the "Noir Mode" which will add the classic black/white filter in the screen.