Realistically, you cannot follow a video guide or individual item type list for your "collectibles" run through this game. There's just too many things to watch for. You'll need to follow a sequential guide, and it will most likely ruin the experience, but it sucks to miss one of these bad boys and not know which chapter it's in. The thermos bottles collected will NOT show on subsequent runs through the level, or even when backtracking after hitting a safe zone. If you miss any collectibles, they WILL show on subsequent runs through levels (whether replayed or done in a new story run).
Tyger7 has a great walkthrough available in a zipped doc here: http://www.xbox360achievements.org/forum/showthread.php?t=23...
I recommend using Dropbox or email to send this doc to your iPad/mobile device, so you can play in the dark!
There are 100 thermos bottles.