The following videos were created by youtube user HarryNinetyFour. All credit goes to him/her. Each video has all the collectibles for that particular level. These videos were done with the ps4 version of the game, but the collectibles are in the same exact spot for both versions. These helped me out tons. Good Luck!
Apartments:
Church:
Police Department:
Cemetery:
Asylum:
Museum: NOTE- Warning: All collectibles in the Museum are missable! Make sure you get every one before leaving. You can't get back in to get them.
Church Revisited:
Town of Salem:
Judgement House: NOTE- Completing Judgement House won't let you return to many places in Salem, mainly the museum. To be safe, only enter the Judgement House when you have every other collectible. Refer to the above videos if you are missing any. This collectible stats should look like the following before going in to the Judgement House (how many you should have of each before going in).
-35 of 39 Info About My Killer
-34 of 38 Julia's Thoughts
-5 of 6 Pro-filer's Memories
-22 of 25 Salem's History
-8 of 9 Witch Trials History
-The Judgement House specific collectibles
There are also side cases that you need in order to get this. There are 4 of them total, and they can be done at anytime in the game. They are really simple, so you shouldn't have any trouble. These videos are also done by HarryNinetyFour.
Ingrid- (Apartments)
Julie- (Salem Town)
Katy- (Salem Town)
Brad- (Salem Town)