Here's how to get all nine toys in order (all must be collected in a single playthrough like everything else to get the achievement!):
Mother - When doing the routine, you'll eventually be able to click on John's toy collection on the left of his computer. Do so until he picks up the toy of his mum.
Sam: Once you reach level two, after the room with the computers, this toy will be on the floor of the next area in the foreground near two doors.
Commissioner - Go through the left door of the two doors near the Sam toy and you will find this one on the floor to the right of the desk.
Doctor: Go through the right door of the two doors near the Sam toy and this one will be underneath one of the chairs in the middle of the screen.
Soldier: Once you reach level three and make it into the war room, this toy will be to the right of the table with the wooden blocks on it.
Engineer: Once you make it to the air filtration area, go into a room on the left where you'll find a computer and document on a desk. Underneath the computer is an easy to miss draw with the toy inside (along with another document).
Nurse: After the "Broken" chapter and at the start of "Radiation", John will go into a corridor where you have a choice of two paths. Do not click the door as this will progress the story. Instead, look towards the bottom of the screen and click the icon to walk further down the corridor. At the end you will be at a giant metal door. You will find the toy resting towards the top of the door (the final document can also be found on the floor here).
Churchill: You will eventually make your way back into the war room. In here you will find a hatch on the floor. Before going through, to the left of the hatch and on the floor (next to the bunker map on the wall) is this toy.
General: The final toy can be found in chapter nine. John will reach a tiny area where he needs to push a metal gate to proceed. Make sure not to press the icon in the middle of the screen to push the gate. Instead look further downwards and you should be able to make out what looks like a light switch on the wall. The toy is resting here. You'll also find the final cassette in this area on the right of the screen.