Episode 3 has 6 collectibles to collect.
1. School Pennant - Walk forward and look to the left on the wall to find the collectible (It looks like a flag).
2. Sketch Toy - Keep walking toward Rosie and on a shelf to the left just before you reach her is the collectible.
3. Horseshoe - As soon as you gain control in raid intel scene, turn around 180 degrees and walk towards the fallen branches to find it on the ground
4. Rabbit's Foot - Turn around 180 degrees again and follow the right side going towards Willie. The collectible is on the ground behind him.
5. Wind Chimes - They're hanging off the side of the Barn on the right just past AJ (They should also make noise but I'm not 100% sure).
6. Beet-Nick Toy - This is located just to the left of James in front of the hay bails.