I used this guide which is spot on. https://steamcommunity.com/sharedfiles/filedetails/?id=13352...
A few pointers, firstly go into your settings and under audio turn off the SFX. This silences the footstep sound, which trust me you will hate to death in no time!
Also rubber band the right trigger to speed up walking and save your finger some pain as there is a butt load of walking to do. You will need to repress the trigger after each check of the map though as it doesn't persist after entering the menus.
Edit: Thanks Nighthawk205
who commented that there is an option in the menu to make running your default speed. Enable that and save your rubber band for another day.
Some of the collectibles that are in between stations take a serious amount of walking to get to. I would actually recommend running a train service rather than spawn walking, Choo Choo your way to the location and just dump the train. You will easily save an hour from this alone.
Also note the guide is not so clear at one point, in Newark Penn there is a weird one on the upper platform. You actually need to head out the station and where you see two higher rail lines, walk all the way to where they come down to ground level and walk back up the right hand side track (when you are facing the station).
Final note, be very thorough! The game tracks how many of each collectible you have found but there is no map or log of which ones you have found. If you get to the end of the guide and are missing one you basically need to rewalk everything until you find it.
Other than that, the guide has it all. Prepare for some leg work!