There are a total of 50 Concepts to collect.
All of the Concepts 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 Concepts are only accessible during the Übercommander Missions and are labeled appropriately below.
Manhattan - 10 Concepts*** Spoiler - click to reveal ***
► Harbor District
Hotel:
3:00 - Concept Art 10
4:00 - Concept Art 11
Police Station:
7:14 - Concept Art 12
7:52 - Concept Art 13
► Subway District
Side Tunnels:
12:26 - Concept Art 14 [Übercommander Mission]
► Ruins District
State Building Base:
14:20 - Concept Art 17
Shops Near State Building:
16:00 - Concept Art 16
Multi-Floor Ruins:
18:21 - Concept Art 15
► Penthouse District
Main Floor:
20:59 - Concept Art 18
► Nuclear Bunker District
Pump Room:
26:48 - Concept Art 29
Roswell - 7 Concepts*** Spoiler - click to reveal ***
► Downtown District
Exclusive to the Übercommander Mission:
4:22 - Concept Art 20
5:37 - Concept Art 21
► Underground District
Station Exit:
9:01 - Concept Art 24
Smaller Station:
11:38 - Concept Art 25
Traincars:
12:07 - Concept Art 26 [Übercommander Mission]
Large Station:
15:51 - Concept Art 22
16:58 - Concept Art 23
Mesquite, TX - 1 Concept
New Orleans - 10 Concepts*** Spoiler - click to reveal ***
► Wall District
Inside the Wall:
2:35 - Concept Art 30
► Ghetto District
Main Street:
6:42 - Concept Art 31
Garage 5 / Street Car Workshop:
9:23 - Concept Art 32
Shantytown:
10:20 - Concept Art 33
Street in Front of Courthouse:
12:32 - Concept Art 34
► Bienville Street District
Sewers:
14:02 - Concept Art 37
Factory:
16:12 - Concept Art 36
Main Street:
18:16 - Concept Art 35
► Lakeview District
Broken Street and Mansion:
22:25 - Concept Art 38
Smaller Street:
25:34 - Concept Art 39 [Übercommander Mission]
Venus - 7 Concepts*** Spoiler - click to reveal ***
► Habitat District
Exit To Surface:
0:20 - Concept Art 41
Living Quarters:
4:33 - Concept Art 40
► Transporthalle District
Garage / Tunnel:
5:07 - Concept Art 42
Lobby / Place with Suits:
7:25 - Concept Art 43
► Oberkommando District
Main Control Room:
9:58 - Concept Art 46
Entrance / Living Quarters:
13:02 - Concept Art 45
13:47 - Concept Art 44
Evas Hammer - 12 Concepts*** Spoiler - click to reveal ***
Shooting Range:
1:08 - Concept Art 3
1:43 - Concept Art 28
Side Hallway:
2:27 - Concept Art 2
Set's Lab
3:57 - Concept Art 4
4:34 - Concept Art 9
Helm:
7:15 - Concept Art 7
Sick Bay:
8:34 - Concept Art 1
Club Kreisau:
8:59 - Concept Art 8
9:44 - Concept Art 6
10:31 - Concept Art 47
Hangar:
10:45 - Concept Art 19
11:26 - Concept Art 5
Riverside - 3 Concepts(This area is unlocked after completing all 15 of the Übercommander Missions)