If you want to see which ones you've collected, at the start of most chapters is a 'reception'. The computer screen at reception shows which chess pieces you've currently collected.There's chess pieces in every chapter except chapter 9.
1st Chapter - 1 Chess Piece:Blue PawnIn the room where there's a room with wooden boards over an open doorway, remove the wooden boards and proceed through to the vending machine. Get a drink can, and then make it huge in the main room. Use the wooden planks to form ramps up onto the edge of the white-lit room. On one of the corners of the top of the wall is the chess piece.
2nd Chapter - 2 Chess Pieces:Red CastleThis is in the same room as the Chapter 2 constellation. In the room with the yellow metal stairs on the right, take the exit sign (or the door) from the previous room, and use it as a ramp to get up onto the massive wooden structure in the middle of this room.
Blue KnightThis is in the same room as the 'Please Use Other Door' achievement. Use the cube and the green chess piece to get onto the ventilation on the right side of the chess-piece-shaped hole in the wall. The blue knight is at the end of the ventilation pipe.
3rd Chapter - 2 Chess Pieces:Red KingIn the room where a die is split into two halves, you'll notice a ventilation duct just above where that dice is. Position the two die halves in such a way so that you can jump up and grab the light red chess piece from inside the duct. This is awkward, but it is grabbable. Take the two halves of the dice with you, as well as the dice from the previous room into the next room for the Red Queen below.
Red QueenThe red queen is in the large room with a high ceiling, with an air conditioning unit coming from the wall on the left. The red queen is on top of it.
4th Chapter - 2 Chess Pieces:Blue PawnIn the room where you have to navigate around high stacks of cardboard boxes by using a red exit sign. When you see the exit to the room, turn around, and start climbing the cardboard boxes with the sign.
Blue PawnIn the cafeteria room, where you turn on the generator, look through the right window of the left kitchen (if you were looking back the way you came from), and take a tin of beans from the table. Go up the right diagonal plank, jump onto the shelving, and run along it. You'll see the blue pawn chess piece outside of the right window. Position the tin of beans once or twice to get up to the window, jump out, pick up the chess piece, jump back in and continue on.
5th Chapter - 2 Chess Pieces:Blue PawnThis one is in the room BEFORE the room where you first meet the duplicating alarm clock. Bring the duplicating alarm clock to the previous room, and look in the air when you release it so that it falls down. Grab it just before it hits you to have a huge alarm clock. Use it to make 'stairs' with additional alarm clocks to get onto the ventilation system to get the chess piece.
Red KnightThis is in the room directly after the duplicating red apple room with the fan. Jump from the chair, to the door, to the light, to the megaphone, to the ventilation pipe, and then walk along it to get the chess piece.
6th Chapter - 1 Chess Pieces:Blue KingWhen you go through your first window of this level, there will be a doorway you will need to go through, but don't go through it yet. On top of the doorway is a Blue King. Stand behind the doorway, look up, and your icon should turn to the grabbing hand icon. Interact with it to get the chess piece. There is also a blueprint in the back left of this room on top of the cardboard box.
Chapter 7 - 2 Chess Pieces:Red PawnYou'll be in a large room where the only way to continue is to pull a 'pull-bar' door off of the wall half way up on one side. Make this door a huge ramp up to the doorframe it fell from, and inside is the Red Pawn piece behind a window, and also a fire extinguisher.
Blue QueenThe room with the yellow knight chess piece is where you want to go. Move yourself up the pipes from the table with the lamp, and then move the yellow knight so it's slanted, and get really high for the blue queen.
Chapter 8 - 3 Chess Pieces:Blue PawnIn the very first room, grab the SomnaSculpt building on the table opposite the bed, enlarge it and walk through it. Re-shrink the building down and place it back where you first found it. Now go through the portal you came through to shrink yourself down in the small parking lot. One of the buildings is called Jungles' Bistro. Enter this building on the back. Inside is a bar. The blue pawn chess piece is on the top shelf of soda cans behind the bar.
Blue CastleDirectly on from the above piece, go back through the SomnaSculpt building so you're regular size. Move the mini-building into the drinks slot of the vending machine, and then go through the regular-sized-door portal behind you. You'll see the piece in the top left corner of the drinks slot, with the opening to your right side.
Red PawnFollow the pictures below:
Thanks to lI Majora Il for these three!