There is a text guide here,
http://www.xboxachievements.com/forum/showthread.php?t=26423... that covers all collectables. It gives a color coding system so you know what your looking for as well as very detail oriented descriptions. If you prefer videos, here is a guide set by GamerVoices.com Guides that is pretty useful for all collectables a well.
Chapter 1 -Chapter 2 -Chapter 3 -Chapter 4 -Chapter 5 -Chapter 6 -Chapter 7 -Chapter 8 -Chapter 9 -Chapter 10 -Chapter 11 -Hope this helps you guys out. If you have any suggestions let me know!