There are a total of 15 Toys to collect for Max.
These Toys are tied to a side quest given to you by Gizela Balog. After beating the main story, she can be found on Floor 3 in the central hallway of Evas Hammer, right outside of the helm.
There is 1 Toy per district and they can only be collected in the Übercommander Missions. They are usually found near the Übercommanders in each district.Manhattan - 5 Toys for Max
Roswell - 2 Toys for Max
Mesquite, TX - 1 Toy for Max
New Orleans - 4 Toys for Max
Venus - 3 Toys for Max