When you enter the darkened tunnel, enter the first room and break down the wall directly across from the doorway. When you knock down the wall, the collectible will be sitting behind it.
When you reach the second floor after going through the darkened rooms, the collectible will be in a pipe at the far end. Toss your head into the pipe there to grab it.
When you get Nikki through the pipe, you will toss your head through a pipe and come out to a tunnel with shooting water. About halfway down the tunnel, there will be a collectible in the ceiling. Simply toss your head at it to grab it.
After dropping through the center of the first area, you will come to another darkened area. Go up the stairs and make a right to come to a railing and a barrel. Pop off your head and roll it through the vent there to follow it around to the far side where the collectible is waiting.
Once you have met back up with Arcadia and Nikki, you will need to cut the chains to close the water pipes allowing them to pass. On the other side of the first chain you cut will be the collectible just sitting there in plain sight.
When you enter the large room where you fight the Hippo with large red and blue pipes, break the wall to the right of the center and the collectible will be in the area behind there.
After the battle with the Hippo, tear off your head and roll on the water to get up to the second floor. Use your sword to hit the green switch, the blue switch, and the green switch again. Once you do, roll your head on the water spout again and ride it into the vents on the far side. Roll through and the path should take you right to the floating collectible.
After you meet up with Nikki and Arcadia again, hit the switch and it will raise the platform. When the platform rises, there will be a collectible in the air that you will need to snag on the way up. If you miss it, restart the checkpoint and give it another go.
When you get off the platform and start to slowly walk through the corridor that leads outside, there will be a vent on the wall. Shoot it to open it and then toss your head through. Grow your body on the other side and take out the missile demons that are guarding the collectible to snag it.
In the center of the last area, there will be a womb that appears. Directly behind it, there will be a collectible against the railing.