There are six different collectibles in Far Cry 5, Baseball Cards, Records, Bobbleheads, Lighters, Comic Books, and Whiskey Casks.
Baseball Cards: Talk to the man at the Oberlin Picnic Area. It’s located south of the Whitetail Park Ranger Station.
Bobbleheads: Find Dave Fawler, a man beside a cabin south of Widow’s Creek.
Comic Books: Talk to Nadine Abercrombie on a trailer parked in John Seed Region.
Lighters: Go to Redler Residence in John Seed’s territory. Talk to Wendell to begin the quest for lighters.
Vinyl Records: Enter the Wolf’s Den in Jacob Seed’s region. This guy is a quest-giver, so you may have to complete some other quests before you can get this one.
Whiskey Casks: Go down to the Can of Worms Fishing Store, West of Peaches Taxidermy. Talk to the woman standing inside to begin the whiskey cask hunting quest.
After you begin each quest to find the collectible, most times one of the collectibles are nearby but also go to the nearest shop and in the items section all the way at the bottom you can spend $1200 to buy a map for each of the collectibles ($7200 for all 6 maps) that will place their locations on the map with a marker. Go to the markers and collect 1 of each of the collectibles and the achievement will pop

Here is a Visual Guide for those looking for a Video thanks to
Maka91:
Locations:Baseball Cards1) F.A.N.G. Center Store
2) Northeast of Baron Lumber Mill
3) Northwest of Baron Lumber Mill
4) Cooper Cabin
5) Widow's Creek
6) Lansdowne Airestrip
7) Cedar Lake
8) Western Mountainside (West of Cedar Lake towards edge of the map)
9) South of PIN-KO Radar Station
Bobbleheads1) Whitetail Park Visitor Center
2) Baron Lumber Mill
3) Island on Cedar Lake (North of Grand View Hotel)
4) Feeney Residence
5) Lansdowne Airstrip
6) 8-Bit Pizza Bar
7) Bradbury Tractor Shed
8) South Park Entrance
9) St. Isidore School
10) Whitetail Park Ranger Station
Comic Books1) Boshaw Manor (Mars Comic)
2) Boyd Residence (Vietnam Comic)
3) Bradbury Farm (Mars Comic)
4) Camp Cougars (Mars Comic)
5) Chan Residence (Vietnam Comic)
6) Elliot Residence (Zombie Comic)
7) Jefferson Lookout Tower (Zombie Comic)
8) McNeill Residence (Vietnam Comic)
9) O’Hara’s Haunted House (Zombie Comic)
10) Parker Laboratories (Mars Comic)
11) Peaches Taxidermy (Zombie Comic)
12) Vasquez Residence (Vietnam Comic)
Lighters1) Abercrombie Residence (Crow’s Lighter)
2) Counselor’s Cabin (Kev’s Lighter)
3) Elliot Residence (Stanford’s Lighter)
4) East of Stone Ridge Chalet & Northwest of Widows Creek (Lefty’s Lighter)
5) Filmore Residence (Dom’s Lighter)
6) Harris Residence (Danny’s Lighter)
7) McCleane Residence (Russel’s Lighter)
8) McCoy Cabin (Tim’s Lighter)
9) Miller Residence (Dusty’s Lighter)
10) Rae-Rae’s Pumpkin Farm (Woody’s Lighter)
11) West of Cedar Lake, across the river from Boat Shop on top the mountain (Joe's Lighter)
12) Whitetail Park Visitor Center (Smiley’s Lighter)
Vinyl Records1) Breakthrough Camp
2) Linero Building Supplies (Northwest of Fort Drubman)
3) Osprey Cabin
4) MCA Mobile Lab (East of Baron Lumber Mill)
5) North Park Entrance
6) Red Tail Cabin
7) South Park Entrance
8) The Grill Streak (West of Baron Lumber Mill)
9) West of Clagget Bay, West of the Bull Trout (Hard), by the Prepper Stash
10) West of Jefferson Lookout Tower, South of the Wolverine hunting spot
Whiskey Casks1) Directly East of the Clagget Bay marker on the map
2) Northwest of Forest Research Station
3) Directly North of Forest Research Station, past the island towards the center of the lake
4) Under the bridge North of Vasquez Residence
5) By the Bridge West of Can of Worms Fishing Store
6) North of Silver Lake Summer Camp, to the left of the Island where Ragnar the Terrible is
7) North of Silver Lake Campgrounds
8) Directly East of Tanami Residence
9) Directly South of Oberlin Picnic Area
10) Directly East of Oberlin Picic Area
I'm missing a couple because I've already collected them and they are not on the map, best bet is to start the mission and buy the map so you can find them all. You only need 1 for the achievement though
