You can find Recording and Documents scattered across the city of Glass, as well as within certain story missions. If you highlight the area of the map you are in, it will tell you how many there are, how many you have, and how many are remaining on the left-hand side of the screen.
If you tab right to the missions tab and highlight a mission, it will tell you how many are within that mission and how many you have/have left to get.
NOTE - one mission (Mission 5 - Savant Extraordinaire) only lists 2 recordings, but actually has 3. Right before the final zipline in the level (the zipline that completes the mission), there's a large glass window, and to the very right of it is a gap you can get outside through. Drop down a few levels, and the recording is on a cube. For some reason, this one counts towards Shimmering Heights.
This playlist is an excellent resource for collectables:
https://www.youtube.com/playlist?list=PLlRXv9MVYcSyjB7JMAIPa... - collectable videos start at video 100.