Downtown
1: When you are in the parking garage, go to the far end on the right side and behind the gate there will be the memorial. Use mist form to go through and grab it.
2: When you use the elevator in the parking garage to get to the upper floor, go through the circular area and then go to the right. Mist through the bars and you will come to a green lit platform. Hop up on it and use the Demonic Wings once you have them to jump across to the far side. Cross the beams and you will come to a platform with the memorial on it.
3: After the third Acolyte has summoned the boss for you to fight inside the church, return towards the entrance and the memorial will be on the right side near the candles.