For a comprehensive collectible guide, see my Not A WalkthroughTM
list. It walks you through the entire game, including story-related achievements.
Part 1: Blair Witch Not A Walkthrough - Part 1 - Beginning to Truck Fuse Puzzle
Part 2: Blair Witch Not A Walkthrough - Part 2 - Truck Fuse Puzzle to Rail Track
Part 3: Blair Witch Not A Walkthrough - Part 3 - Rail Track to Third Campsite
Part 4: Blair Witch Not A Walkthrough - Part 4 - Third Campsite to Finale
Although there is no chapter select, once you've found a photo, you don't need to find it again (although it will still exist in your game world). When going for collectibles, I suggest using strategic save points (at the tree, after solving the sawmill camp puzzle, after the fog, etc.) That way you don't have to play through the whole game again. However, there is no list where you can see all the ones that you've found.
As noted in the comments (and suggested by the game itself), using headphones greatly helps in finding items and navigating the game. It especially helps with finding totems, which is where the bulk of the photos are. So use headphones and enjoy the side benefit of having the crap scared out of you.
There are some minor spoilers.
HUGE thanks to everyone in the comments and the forums for helping complete this.Prologue
Chapter 2 - Off the Beaten Path
(there is no "chapter 1")
Chapter 3 - The Abandoned Camp
Chapter 4 - Into the Darkness
Chapter 5 - The Loss (Starts just past the last photo)
Chapter 6 - The Hollows
Chapter 7 - The Second Campsite
Chapter 8 - Into the Battlefield
Chapter 9 - The Sea of Monsters
Chapter 10 - Tappy East Creek
Chapter 11- The Sawmill
Chapter 12 - The Third Campsite
Chapter 13 - Into the Fog
Chapter 14 - The Tragedy
Chapter 15 - The Twisted Maze
Chapter 16 - The Fourth Campsite
Chapter 17 - The Cabin in the Woods
These last four may or may not count, but they are directly along the story path:
Photo of a Door - on tarp, unmissable
Photo of a Room - After Witch and corner
Photo of a Woman