There is a point of no return in this game. You must collect everything before riding the motorcycle in The Carnival - Finger's Land O'Rides level. Be warned if you do ride the motorcycle you cannot return to complete any of the collection achievements. So make sure to collect everything before riding the motorcycle. That includes that collectables in The Carnival - Finger's Land O'Rides level.
Also do not restart from a chapter on the load game screen in the main menu. If you do, it will clear the collectibles from all previous levels and you have to start the game from the very beginning.
Finally completing these collectible achievements is easy. You can use the trolley stations to go back to any level that you may have missed collecting items from. Just so long as you do this before the point of no return I mentioned above.
The best tip I can give is just to collect everything in every zone before going to the next level. If you do miss something, just use the trolley stations. The game saves when you move from level to level. Also dont forget you can look at what your missing in each level on the pause screen. Just press left or right to view the collectibles in each level.