The rooms where these can be found are:
1) Azazel Room: Check the cupboards (2 Fear points)
2) The Study: Read book on hypnotism and pass a skill check.
3) The room below the Drawing Room. Fall into trap door and look for a weapon.
4) The Room with the Great Dane dogs (same one with the Slip in Blood achievement. Easiest to get on free mode, since you will need to escape and fail for that one, but defeat all 3 for this).