Below is a complete list for all of Stan Lee's locations in the game.
Chapter 01 - Struck Off the List
Stan Lee in Peril #01: This is during Part B of the level. You need to put out the flames off to the right of the above gun position, and take the boxes out of the elevator shaft.
Stan Lee in Peril: This is during Part B of the level. You can send Hulk to smash through the cracked section of a van in the garage to free Stan Lee.
Stan Lee in Peril: This is during Part A of the level. Once the treadmills are gone, have someone scan the rear section of the room to find a vending machine. Have Ultron smash the machine then use someone with telekinesis to give Stan Lee some refreshments.
Chapter 04 - Shakespeare in the Park
Stan Lee in Peril: This is during Part A of the level. Destroy the silver dish next to the control tower and create a speed pad. Make use of it to go break some boxes next to the antenna just to the right of the tower. Finally, have someone with a scanner reveal a drone that will help Stan Lee.
Chapter 05 - Helicarrier Havoc
Stan Lee in Peril: This is during Part C of the level. On the platform directly across from the Collector's location is a vent that Vision can pass through. Destroy the object in there to find Stan Lee.
Chapter 06 - Avenger Assemble
Stan Lee in Peril This is during Part C of the level. Have someone with scanning abilities check the section underneath the collapsed bridge. Have Hawkeye pull on the revealed red handle.
Chapter 07 - Earth's Mightiest
Stan Lee in Peril: This is during Part D of the level. From atop the green-lit ladder, hop onto the roof to your and eliminate the Chitauari enemies to rescue Stan Lee.
Stan Lee in Peril: This is during Part B of the level. During the Winter Soldier battle, check the west side of the area for a green handle on a structure that Hulk can yank off. Use the bricks that you find here to create something to rescue Stan Lee.
Chapter 09 - Ready A.I.M. Fire
Stan Lee in Peril: This is during Part B of the level. Check the west side of the area and you'll discover Stan Lee trapped in the trunk of a car. Use a telekinetic character to get him out.
Chapter 10 - Lost in The Aether
Stan Lee in Peril: This is during Part A of the level. Send some who can use lasers to destroy the gold stairs near the cell then have Vision enter the vent and smash the silver object within. Create a pressure plate from the resulting pieces and stand on it to rescue Stan Lee.
Stan Lee in Peril This is during Part B of the level. Select the "milkshake" task. Melt the ice sculpture using lasers then have a character with telekinesis to pick up the bucket, dumping it on Stan Lee.
Stan Lee in Peril: This is during Part B of the level. Take a brawny character to have a go at the green handle to the right of the stage. This will destroy the speakers and free Stan Lee.
Stan Lee in Peril: This is during Part C of the level. Send Cap onto the roof of a building just to the right of the train. Douse the fire there to rescue Stan Lee.
Stan Lee in Peril: This is during Part C of the level. Again with the blue train, use Hawkeye to break the window on the right side to get Stan Lee out.
Stan Lee in Peril: This is during Part C of the level. Send Cap to take care of the flames to the rear section of the area. Then smash the blue box behind it to rescue Stan Lee.