Okay, let's start by listing all the locations for the ones not already unlocked:
Note: Many can be found in the story. I haven't listed the checkpoints for these.
Battle For Endor (Stud Magnet - Story - 200,000): When you get up the cliff from the beginning and Wicket knocks down the pile of Legos from the tree, you'll see the brick behind you. Jump down, have someone use the multi-build Legos on the left and climb the cliff.
TFA Chapter 1 (Fast Build - Story - 100,000): On the right side of the beginning area, to the right of the building you need stairs for (and to the left of the football net) there is a pile of Legos. Build them once, someone else will shoot them. Build them again in the other location, they'll be shot again and the brick will appear.
TFA Chapter 2 (Fast Interact - Story - 200,000): After you find the protocol droid, after the ship gets moved, you'll need to do a multi-build. One of the multi-builds is a bridge to the brick. You may have to climb to the ledge (using the right multi-build).
TFA Chapter 3 (8x Studs - Free Play - 4,000,000): At the very beginning, after Rey builds the ballista to destroy the wall, there is a fence in the back. Use a character that can destroy silver metal (such as Chewbacca) and destroy the object beyond the wall. After a short time, the brick will appear.
TFA Chapter 4 (2x Studs - Story - 1,000,000): After the second Blaster Battle with Chewie (with the red beastie), there'll be a place for Han to use his grappling hook on the wall. Pop it out and grab the brick,
TFA Chapter 5 (6x studs - Free Play - 3,000,000): You'll need either a large creature or Super Strength activated. (Super Strength is available from the beginning of the game for 500,000 studs.) At the very beginning of the level, there is a cracked wall on the left. Break it and grab the brick.
TFA Chapter 6 (Destroy On Contact - Story - 200,000): In the last part of the level (with the aerial fight), the red brick is at the top of the main temple on land. Fly across it to pick it up.
TFA Chapter 7 (Super Slap - Free Play - 500,000): Load up the second checkpoint. Go to the right, up the elevator. Use a character with super strength, like Chewbacca to break the wall, then use a small character like BB-8 to go through the hole. The brick is right there.
TFA Chapter 8 (
TFA Chapter 9
TFA Chapter 10 (Collect Guide Studs - Free Play - 200,000): NOTE: Other guides state that "10x Studs" is found here. The Collect Guide Studs brick is here instead. In the last stage of the battle ("Starkiller Showdown"), there will be a red brick on the right. You'll need a Light Force character (such as Luke), to activate a place on the right of the screen. This will make a snowball that you can use to reach the brick.
Epilogue
Arthon - Ottegan Assault (Super Disco Blasters - Story - 200,000) : In the 3rd part of the level, once you're on foot, move all the way to the left from the start. There is a cracked wall to smash. The red brick is inside.
D'Qar - Poe To The Rescue (Infinite Torpedoes - Free Play - 500,000): In the second part of the level, Hangar Battle, right at the beginning, go toward the camera. On the left is a small passageway. (It's very easy to miss.) You need a Dark Force character, like Kylo Ren, to move the items in the room. The brick will appear after you've interacted with everything.
Jakku - Lor San Tekka's Return (10x Studs - Free Play - 5,000,000): NOTE: Other guides state that "Collect Guide Studs" is found here. The 10x Stud brick is here instead. After you enter the third area (where you have to power the door on ground level by going through a tunnel up top), go a bit to the right and then toward the screen. You'll see an Admiral Ackbar pond. Jump down to the left. You'll need BB-8 to activate the terminal. A game of Rock 'em Sock 'em Robots will appear in a ring. Pick a color (doesn't matter), and smack the lever until the head of the opponent pops off. You need to do this 3 times before the brick appears.
Taul - Trouble Over Taul (Regenerating Combat Bar - Free Play - 1,000,000): In the first part of the mission, after the first corridor, you'll come to a larger room (after the airlock breaks). On the left is a terminal. You need a Rebel character, such as Leia, to open the door. Go down the ladder and all the way to the left. You'll need a cold-resistant player, such as Han Solo (Hoth) to reach this brick There are also two minikits here if you have a force character, and another two minikits up the ladder (one requires a Flametrooper).
Twon Ketee - Rathtar Hunting (Fast Force - Story - 200,000): Once you get through the water and up the water fall, you'll be at a point where you have to pull a wall down. Go inside and jump up the wall. However, instead of going right, go through a crack on the left. You'll find yourself at the bottom of a ramp that leads up to the brick.