Refer to the descriptions and video(s) below on how to find all items that you can inspect in the game. You don't need to reach the next checkpoint to save your progress. As long as you inspected the item, you can immediately quit to the main menu without finishing the checkpoint or chapter. These are divided to individual checkpoints per chapter for your convenience, in case you need to do some backtracking for anything you missed.
Checkpoint: Ever Watchful
1: Newspaper #1
After going downstairs from the rooftop, enter the next room with a cleaner and you'll find the newspaper on the left.
2. Photograph #1
After getting the newspaper, go downstairs again and you'll find the photo immediately on top of the drawer.
3. Phonograph Cylinder #1: (Le Morte D'Arthur)
After leaving the room, you'll find this on top of a table in the corner, right before you enter the next room.
4. Document #1
After climbing down the emergency exit, move forward a bit then look to the left. You should find a flier on top of a trash can. Examine it.
5. Object #1
Go along the alley and turn right. There should be more people in this alley. Look to your left and you'll find a container.
Checkpoint: A Great Mind
1. Document #2
After getting out of the elevator, turn to the right and you'll find this on the table.
2. Object #2
After inspecting the first object, head straight in the middle and you'll find an old communicator you can inspect, in the middle table.
3. Document #3
Finally, find a small table to the left side of the room, near Object #2 to find the last flier.