The game has 77 collectibles consisting of the following:
None of these collectibles are missable and the game allows you to conveniently replay any previously played chapters, down to specific checkpoints. Aside from Phonographs which you can track by selecting the Archive menu in the game, there are no way to track how many other items you have inspected. Since the game's locations and sections aren't that large anyway, it pays to keep a close eye to the screen and locations straying away from the main path to find and inspect these collectibles.
In progress