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: Whitechapel Underground

1. Item #2
Fight through the tunnels until you reach the hospital. Once inside the lobby, examine the corpse to the immediate right.
2. Document #8
In the same lobby, head north and examine the paper on the table.
3-4: Item #3 and #4

Checkpoint: Stay With Me

5. Item #5
Examine the papers on the table to the left side of the room, near the entrance.
6. Photograph # 3
You'll find this photograph on the cabinet beside the table.
7. Document #9
Check the next document on the table in the middle-right portion of the room.
8. Item #6
Examine the drawer under the table in the middle portion of the room, where you found the document few moments ago.
9. Item #7
Enter the operation room to the left and examine the cupboard.
10. Phonograph Cylinder #4: All Through the Night
Pick the lock in the adjacent room of the operating room. This is just sitting on the table in the same room you unlocked
11. Item #8
Inside the locked room, examine the hanged coats.
12. Phonograph Cylinder #5: The Anarchists 29.09.86
Open the chest beside the coats to get this.
13. Item #9
Finally examine the cupboard in the corner of the room.