First off, I found most of these pieces without a guide, but for the pieces I did need help finding, credit goes to anthonyd46 and a few other members over at xbox360achievements.org. You guys are great!
Second, I don't recall the location of the first 5 pieces (and they aren't listed in the x360a guide), but they are hard to miss as they are out in the open. On the other hand, the 6th and 7th pieces require specific conditions to be met before they appear, and the 8th one is easily missable. Fortunately, how to get those three specific pieces is explained below.
Overview: There are a total of 8 Rob Zombie pieces in this game. They are located on the levels listed below and can be obtained on any difficulty. You can also determine which levels have the pieces by a green dot in the dark grey box next to the high score box while hovering over a level. If you have already collected the Rob Zombie piece on that level, Rob Zombie's head will replace the green dot.
Piece 1: On the Beach
Piece 2: The Sewers
Piece 3: Phone Home
Piece 4: Tower Power
When you're rescuing the woman in the burning room and she asks you to smash the barricade with your guitar, it'll be to the left of the table. Grab it before breaking the table. (Thanks to MMMDI)
Piece 5: Of the Dead
schmegery has provided the location of this piece: -
Right after you complete the 2nd rescue challenge, you walk through a gate and look to the right while still walking forward. The Rob Zombie piece will be on the ground on the other side of a tree that you walk past as the bugs are flying at you.
Piece 6: Rock-It Ship
Soon after a 20-kill challenge, during the part of the mission where you shoot down alien ships, a single ship will appear. Do not destroy the ship as a meteor has to smash into it for the piece to appear.
Piece 7: Rendezvous
Near the beginning of the mission, you will be in what looks like a shipping area. As you make your way through this area, you will come to a robot that need to destroy. After blowing it up, you will go into a control room-like cubby with two little aliens in it. Destroy the aliens and hit the switch. You will then turn around and make your way past some spinning blades with arrows underneath them. You need to get past these without getting hit. After the third and final blade you will see the Rob Zombie piece to your left.
Piece 8: Hard Rock
Near the beginning of the mission, you will start going up a ramp. While going up the ramp, you'll turn around to destroy some robot spiders. The Rob Zombie piece is floating behind the spiders.
If any more elaboration is needed, or if you know the location of any of the first 5 Rob Zombie pieces, be sure to leave a comment!