Frankly, a lengthy list of locations is unnecessary because whenever you completely liberate a province, small (?)s will appear on the map and each is the location of a collectible. Almost everything can have a helicopter flown right to it to pick it up. You have to liberate everything for other achievements, so you're going to be doing this anyway.
However, keep in mind that the game considers the Daredevil Jumps to be collectibles, but again there is an achievement for this as well, so you're going to be doing that.
If you don't find them from some other means, the jumps will appear after a province is liberated with a white icon of a man doing a wheelie on a motorcycle. This icon will turn blue once the jump has been completed properly. As the jump achievement states, make sure you use a land vehicle for the jump to count as "collected".
So the list of collectible types tied to this achievement is as follows:
Di Ravello Tapes
There are achievements tied to each of these. So, basically, if you're planning on completing all the rest of the achievements, this one is just a matter of course.