There are different types of Memories in the game, but this is for specifically collecting Alice's Family memories. These are the memories that look like Alice's House. There are 34 in total to collect.
You can check what memories you have collected on the Main Menu by selecting "Memories" and then viewing each type of Memory. Liddell Memories are the third option.
I've linked videos below, timestamped where each Memory is as the video shows all memories in each chapter, and labelled what "sub-chapter" they're in, which you can pick from Main Menu - Chapter Select.
I've also titled what the Memories are, hopefully making it a bit easier to identify which ones you do and don't have.
Just to be on the safe side, after picking up a collectable or peppering a Snout, I would reach the next autosave (until I saw the pocketwatch appear in the bottom right corner).
Chapter 1 - Hatter's Domain - 13 Liddell Memories1 - Intermingling of Species - Vale of Tears - 0:10
2 - Parental Palpitations - Vale of Tears - 0:36
3 - When What Reeks Can Kill - Vale of Tears - 0:57
4 - Fun by Oneself Revealed - Vale of Tears - 1:39
5 - Nearly an Indecency - Hatter's Gate - 3:47
6 - No Key to My Heart - Hatter's Gate - 4:10
7 - Rock of Gibralter - Hatter's Gate - 4:50
8 - Roast in Our Beds - Always Elevenses - 6:30
9 - A Trip to Brighton - Smelling and Regurgitating - 7:36
10 - Cursing the Darkness - Smelling and Regurgitating - 8:27
11 - Sleeping Birds Lie - Cranking Up & Pressing Down - 9:44
12 - Lethal Smells - Assemblage (or Destruction) - 10:16
13 - Tupper's Tragedy - Assemblage (or Destruction) - 10:48
Chapter 2 - Deluded Depths - 3 Liddell Memories1 - Photographic Memory - Naval Disaster - 3:35
2 - Domestic Dustups - Barrel Bottom - 4:11
3 - Wisdom of the Ages - Lost Souls Locker - 9:12
Chapter 3 - Oriental Grove - 7 Liddell Memories1 - Smoking on the Sky - Vale of Doom - 0:38
2 - The Pathetic Sailor - Scorched Earth - 3:12
3 - One Night Light - Scorched Earth - 4:52
4 - Music Must Soothe - Monastery Shelf Valley - 8:51
5 - Naughty Times Two - Trunk - 9:52
6 - A Desperate Plea - Trunk - 11:06
7 - Suffer for Art's Sake - Hellish Hive - 12:45
Chapter 4 - Queensland - 7 Liddell Memories1 - Incident at Waterloost - Cardbridge - 0:10 (Memory labelled incorrectly in game - actually plays audio for Memory #6 - The Ladies Washroom)2 - Taxidermy Forbidden - Least Wing - 3:28
3 - Gun or Sword - Least Wing - 4:26
4 - Another Name for Prison - Waste Wing Part 1 - 5:31
5 - A Cry for Help - Waste Wing Part 1 - 7:36
6 - The Ladies Washroom - Waste Wing Part 1 - 8:24 (Memory labelled incorrectly in game - actually plays audio for Memory #1 - Incident at Waterloost)7 - Slimy Like an Eel - Dark of Heartness - 11:07
Chapter 5 - The Dollhouse - 4 Liddell Memories1 - One Life to Live - Frog's Way - 3:04 (includes picking up Pris' memory but better shows area where Memory is)
2 - Bunch of Toadies - Dolltown Cellar - 5:32
3 - No Time for Tears - Dollmaker's Workshop - 10:37
4 - Not a Toy! - Dollmaker's Workshop - 11:05
Credit to YT User AmTheBroseph01 for the video guides