Here is a more indepth guide i have put together during my play to help you.
1 - Roanoke's Bane
Chapter 2- After the scene in the resturant you will be out in the alley. Keep playing and eventually you will have to smash and electrical box to open a door. This relic is on the otherside of the door. You cant miss it, you have to go through this way.
2 - Yhwh's Lament
Chapter 2 - Once you head into the subway go down the stairs, then turn around and go behind the stairs you came down.
3 - The True Revelation
Chapter 3,10 or 12 - While at your home. Come out the elevator and head up the stairs. At the top of the stairs turn left and head into your Aunts room (next to the large painting). This relic is on the night stand to the left of the room.
4 - Sister of Light
Chapter 4 - At the start of the level you will be heading to a bar. Once you are through the doors to the bar, there is a room on your right. Head into this room and the relic is right in front of you.
5 - The Dark Man
Chapter 4- After you exit the bar you will be in a scrap yard. Kill the enemies here. You will see an upgrade Portal and a bus begind wear the enimies where. Look to the left and you'll see the relic towards the rear end of the bus.
6 - The Trinity
Chapter 4 - After you finish the fight with the crane. Enter the trailer behind the destroyed crane and you will see it on the floor.
7 - The Graven Image
Chapter 4 - You will be fighting your way through a warehouse. When you get to the second room there will be claws carrying objects through the room. There is a square section of a conveyor belt. Jump into this section and look for a door on the right hand wall.
8 - Chime of Deliverance
Chapter 4 - Carry on through the warehouse and you'll get the objectice to corner Swifty in the loading bays. On the left side of the room is a bright light and generator. Destroy the generator and the door. Enter the door and go right behind the desks.
9 - The Brothers of Men
Chapter 6 - At the begining of the level you will be getting out your car. Look to the right and you will see a van. The relic is on the ledge behind this van.
10 - The Key of Mictlan
Chapter 6 - After the section where you play as the Darkling you will go through the locked door. Turn left in this room to see a set of doubles doors. Enemies will bust open this door, the relic is behind them.
11 - Thumb Screws
Chapter 7- After you get up from the interegation, turn around and look in the corner.
12 - The Fool's Phylactery
Chapter 7 - Once you escape the burning brothel follow the roof round. You will start heading down some steps towards another building. Look right and you will see the relic on a fire escape. Grab it with the darkness.
13 - Winged Demon
Chapter 8 - After making your way through the car park you will talk to Dolfo near some elevators. Don't go in the elevators just yet. Turn around and head towards the door marked exit. On the right there is a door you can break through, the relic is in here.
14 - The Blinding Sun
Chapter 8 - Keep battling your way over the roof and into your house. After you destroy the generator for the spot light there will be a room on your right. In that room there is a fire place. The relic is next to it.
15 - Cain
Chapter 11 - Behind the statue at Aunt Sarahs funeral.
16 - Engraved Skull
Chapter 11- During the graveyard fight you will have to destroy a generator so you can bust open a gate. after the gate there will be a burial cript on your left, its at an angle. The relic is behind there.
17 - The Lantern of St. Anthony
Chapter 13 - Near the cotton candy and peanuts stand, after gaining entry to the carnival. Walk around the square until you find the carosel, stand in front of it and there are building infront of you. Walk around the right hand side of the buildings, whilst looking left to see an opening. The relic is tooked away in a corner withing this square.
18 - Af and Hemah
Chapter 13 - After opening and going throughthe shutters with the clowns face, shoot the light on your right. Move forward and and look where the light was for some steps. The relic is here.
19 - The Abysmal Maw
Chapter 13 - After you finish the second carnival game, turn right straight away. You should see an open door, enter this door and the relic is in this room.
20 - Crescent of the sun
Chapter 13 - After blowing open the gate below the giant clown head another gate will open to your left. Kill the enimies that spawn down here. and follow it down to a building. You can grab the relic with the darkness throught the window inside.
21 - Siddhartha's Tears
Chapter 13 - You will be shown an explosive truck. The relic is on a raised platform in the same room.
22 - The Mark of Cain
Chapter 13 - When you enter the Castle of Horrors there will be a small room infront of you, containing the relic. Walk round the corridor to find the door or grab it through the window.
23 - Pope John XII
Chapter 15 - After the cut seen with Jackie suspended in the iron maiden, turn right and through the tunnels. Kill the 2 guards in this room and along the back wall is another room. The relic is in here.
24 - Reliquary of the Blessed Blood
Chapter 15 - After escaping the Iron Madden follow the path round and you will end up in your fathers office. The relic is on the little table to the right of the entrance.
25 - The Silent Night
Chapter 16 - After going up some stairs there is a wall on your right. Break this down and look inside. You will find the relic here.
26 - The deceiver's Grasp
Chapter 16 - After the Ambush head past the upgrade spot and up the stairs. Grab the relic through a hole in the wall
27 - The First
Chapter 17 - During the boss fight it is tooked away near where you entered the room. Near a sofa.
* Note Chapter 19's relics are the only two that are not in order in the game.
29 - Prism of the brothers
Chapter 19 - To the right after you see Jenny for the first time.
28 - Ashes of the Unnamed
Chapter 19 - After you get the Darkness it is along your path, on the right.