You
DO NOT have to collect the collectables while going through the game. None of these are missable so I would advise to go on ahead and beat the game before worrying about these. However, here is a text guide for all of the riddles,
http://www.gamesradar.com/batman-arkham-asylum-riddler-guide... You can also find a playlist of videos from user Zevik here:
https://www.youtube.com/playlist?list=PLTBvniKLvCffyROz6JCj3...And here are the individual videos from user Zevik's playlist:
Arkham EastArkham WestArkham NorthCaves (p1)Caves(p2)Botanic Gardens (p1)Botanic Gardens (p2)The Penitentiary (p1)The Penitentiary (p2)Medical Facility (p1)Medical Facility (p2)Intensive Treatment (p1)Intensive Treatment (p2)If you have any comments or questions let me know! Good luck and enjoy.