There are a total of 10 Records to collect.
All of the Records can be found in the Übercommander Missions (the videos were recorded in those missions). I recommend grabbing all collectibles after beating the main story and unlocking all of the Contraptions.
Some Records are only accessible during the Übercommander Missions and are labeled appropriately below.
Manhattan - 4 Records*** Spoiler - click to reveal ***
► Harbor District
Police Station:
8:18 - Record 1
► Ruins District
Shops Near State Building:
16:36 - Record 2
► Penthouse District
Main Floor:
21:12 - Record 3
► Nuclear Bunker District
Command Center:
24:32 - Record 6
Roswell - 2 Records
New Orleans - 2 Records
Venus - 2 Records