Just after turning on the sprinklers to allow Arcadia to pass the flames, go straight forward to the small room full of fire to find the collectible inside it.
After dropping the ceiling to cover the flames which again let Arcadia pass, enter the flames to the left of the Demon Research Room to grab the collectible.
After the civilians have been evacuated, go up the stairs and the collectible will be floating over the gap. Simply toss your head at the collectible to grab it.
Once the elevator arrives, simply step inside to grab it. Easy peasy.
After the Hippo battle in this large room, roll your head through the opening in the center of the floor. Roll your head around to the left side and grab the collectible that is under the glass.
After the helicopter crashes, hit the sprinkler switch at the far end of the room and the room to the right of the wall of flames will now be open allowing you to enter to grab the collectible inside it.
You will come to a glass walled room that will have a collectible in the room to the left of it. To get it, toss your head through the opening above the glass wall and then enter the vent inside the room. Roll around and through to the room on the left and grab the collectible.
This next one is holed up in the elevator in the circular room you enter after the panel explodes, opening the door allowing you to pass. The collectible is really out in the open and pretty damn hard to miss.
Near the end of the chapter you will come to a room that is all ablaze, with a staircase in the center of it. To the right of the entrance to the room will be a metal vent. Inside the vent you will be able to find the collectible.
As soon as the cut scene with Alex is over, turn around and in the metal vent behind you will be the final collectible for the chapter.