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: Into Whitechapel
1. Newspaper #2
Once you have control of Galahad, turn around and follow the street to the right. You should find a newspaper on top of a crate right beside the blocked narrow alley.
2. Object #3
After finding the newspaper, continue along the mission and you'll have to clear a gate for Perceval and Igraine to pass. Lafayette will clear the boarded doorway upstairs. You'll find a smoking pipe on top of the table.
3. Document #4
After provoking a rebel using an apple and knocking him out, enter the room downstairs to the left and you'll find another flier on top of a crate straight ahead.
Checkpoint: Rebel Declamation
4.Item #1 (?)
After going through the tight alley and saving the woman, talk to the woman.
5. Newspaper #3
Don't enter the door yet; head straight to the end of the alley to find the newspaper on top of a barrel.
Checkpoint: House of Ill Repute
6. Photograph #2
After entering the brothel, examine the table to the right. You'll find this photo there.
7. Object #4
Go downstairs to the gambling area. You'll find the red cloth there.
8. Document #5
This is on the small table near the bartender and the stairs.
Checkpoint: Good Times
9. Phonograph Cylinder #2: The Anarchists 12.10.86
After leaving the brothel, go to the rooftops and continue forth until you reach a spot where you have to jump across to the next building. After grabbing the ledge, move to the left to find a hidden chest containing this phonograph.
10. Phonograph Cylinder #3: Sons and Daughters of Britain
After getting the hidden phonograph cylinder, backtrack to the ledge and pull yourself up. In the room where you'll find a crank to move the cargo, you'll find this phonograph cylinder on top of a crate beside a candle.
Checkpoint: The Puppet Queen
11. Document #6
After the big firefight in the courtyard (where you can also farm various kill trophies by restarting the checkpoint) you have to push a cart with Lafayette. After climbing up the ledges, enter the destroyed house to the left to find this collectible.
Checkpoint: The Eyes in the Sky
12. Object #5
After giving visual confirmation with Sentinel 5, you and Lafayette will have to jump to the next ruined building. Get inside the next room through a window and you'll find this Sackboy doll on top of a drawer along the way. Cannot be missed.
Checkpoint: Rebel Contraband
13. Document #7
After pulling your wounded ally to safety, look around and you should find this map on the counter.
Checkpoint: Roles Reversed
14. Newspaper #4
In the last checkpoint in the chapter, you'll be pinned down by several rebel forces, including one that's using a thermite rifle. Clear them out and help Perceval flip the overturned cart. Enter the building and exit through the window. Here you'll have to place the thermite and destroy the bridge. Swing to the next building and you'll find this last collectible on the table, inside the small room to the left.