Every single item (save one) is easily visible as you progress through this story and try to figure out where you're going on your first go. They have blue triangles above them, as well as a 'backpack icon'. Some items are ammo, some are map pieces, some are journal entries.
The only one that is easy to miss is in Chapter Seven of the story - and that collectible has "Quick Draw 8".
In Chapter Seven, you'll find this collectible after you deal with the 'creature' in the mines (you'll know the spot I'm talking about).
Right after this battle, you'll have your opportunity to get this particular collectible (though you will have had 15 items by this time). Leave the area and there is a ladder right beside what look like .... lava steps for lack of a better term. This ladder will NOT progress you out of the cave, but it will take you up to "Quick Draw 8" which you'll need to get the two Shooting Gallery achievements associated with this one item.
I only add this to the solution as I finished the story twice and had to go back for this stupid map piece....LOL.
If anyone needs a specific Chapter/Location for any other piece, throw it in the comments and I'll edit it in later.
Cheers!