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
Roswell - 2 Records
New Orleans - 2 Records
Venus - 2 Records