At the beginning of the chapter, walk forward to the Taxi cab and hang a right. Behind the bushes at the building will be an open window with the collectible inside it.
When you enter the lobby, walk up the stairs to the second floor and the collectible will suddenly appear in the center area on the first floor.
When you first face off against the Blade Demons- or the “Spoons” as the game calls them- you will exit out to an outside area when they are defeated. Make a right when you get outside and the collectible will be behind a tree.
When you enter the next building and finish fighting a swarm of enemies, there will be a fireplace. If you are replaying this level, you can pull off your head and toss it in the fireplace to have it sucked up and snag the collectible in the sky. If not, then blow yourself up with one of the red tanks and roll your head in.
You will come to an electricity panel which will have a vent below it. You will need to enter it to proceed, except to get the collectible, you will need to roll to the right instead of the left. When you get to the curved part of the vent, spin upwards and it will take you to an area above the room where the collectible is.
You will need to get a keycard to proceed inside the asylum. The next collectible is located in a slab of meat in a small room to the right of the wall where the keycard is located. Slice the hanging meat and the collectible will drop out.
After using the keycard, you will exit out to a large courtyard area. This next collectible is in the main area sitting right on a statue in the center. It’s pretty hard to miss.
The next will be sitting on top a ledge in the far corner, in the area to the right of the statue the previous collectible was on. When replaying the level, you will need to use your head toss to get up there.
Once you enter the building again, you will come to an area with a grate in the floor and stairs in the corner. Blow yourself up using the red tanks in the room and then roll your head down the grate to get under the floor and snag the collectible.
For the last collectible of the Asylum, just before you enter the elevator where the Swordpig appears through the wall, the collectible is behind a door on the right side of the hallway. Give the door a whack and the collectible will be there inside the room.