Samuel's Beechwood Carving (Boat): I found this on the first level " A Long Day in Dunwall", after you gain access to the safe room, go down the stairs and in the first "room" on your right it will be on the shelf above the bed. If you have gone onto Dunwall streets you have gone too far
Elite Helmet: first opportunity to get this souvenir is from mission 2. Kill an elite enemy, these are the men/women in the red uniforms, that are able to shoot you. this souvenir doesn't need to be physically picked up.
Non Lethal Route Choke one or a few guards out - thanks to FNSUITE GHOST for this add. I want also want to add in my multiple playthroughs so far I have noticed that not all Elite guards have helmets, so you may want to make sure you get a guard with a helmet just in case.
Syringe: Mission 3 the good doctor. You have to do a non lethal takedown on the boss of this area. sneak into her room and go into the room behind her to find her assistant on a stretcher bed, talk to him to start a side mission to make a vaccine, she will then aggro you after so just run away from her, complete the side mission to get the vaccine. When I got back to th boss I had accidentally aggro'd her again but there was an option to use the vaccine on her anyway, do so. Like the Elite helmet this doesn't need to be physically picked up
Clockwork Head: First opportunity to get this is in mission 4 when you get inside the mansion, either shoot the head off of a clockwork soldier (the mechanical robot with large blades for arms), alternatively you can use the thrusting sword attack or "death from above" and this souvenir will automatically be collected. Once killed it should drop a plaque collect 3 of these for another achievement.
Broken whalebone Sword: Mission 5, Once your inside go to the large atrium room with the owls in the center, go to the very top floor to find this souvenir inside a display case, smash the case and pick up the swords, the display case is right outside the room where you can pick up the broken lenses and directly above the boss's location/talking statue room.
Blade Verbena trophy: Mission 6. Looking directly at the overseer building, there will be a road to its immediate left leading to a dead end, towards the end will be an illuminated plaque on the wall telling you this was corvo's old house so you know your at the right building, there will be a narrow alley next to it, go to then end and climb up to the next level and break through a boarded up window to get into Corvo's home, go forward and off to the right will be a white brick wall with a patch of red bricks, interact with the red bricks and you will find the souvenir in there, its a large trophy cup not sword that will need to be collected.
Silvergraph picture: also mission 6 collect a key from one of the desks in the overseers office/room, this will allow you access to a locked room (Durante's Office) on the first floor of the inn where pablo is, goto the back of this room and near the floor to the right will be another key and note "our two cuckoos", Run back out of the inn and turn left and follow the main road left as if you was running back to the overseers area. Once you get into the neutral territory between these zones, there should be a shop to your left, use the key to open the first locked door and on the wall to your right will be a picture of a boat to collect. Alternatively you can just smash the window to the right of the shop door and then crawl through the blinds to get to the picture
Calendar: Mission 7, when you get into the piano room as part of the story, look towards the double doors that are the only way out of this room, on a table to the right of the doors will be a calender in a frame you can pick up.
Broken Gazelle Ornament: Mission 8, after collecting the spirit, look directly behind it to see a picture on the wall, underneath this picture will be the gazelle head and a piece of whalebone to collect
Doll / Mrs Pilsen: Mission 9,
*** Spoiler - click to reveal ***When you get back into the throne room, instead of going into the picture, go through the door to the left of the throne, go through the rooms until you get back into the safe room from mission one, go down the stairs and in the first room to your left(same room as the mission one boat) will be a doll in the toilet, collect it for your final souvenir