Except for the Phonograph Cylinder there is no way to track your collected items so it's better to be extra careful.
These Chapters don't have any items:Prologue, 6, 7, 8, 10, 12, 13, 14, 16, Epilogue
10 Newspapers
16 Phonograph Cylinders
16 Documents
11 Photos
10 Objects
You can revisit every Chapter or Scene to pick up missing items.
CHAPTER 1 - ALWAYS A KNIGHT (5 Items)Scene: Ever Watchful00:03 Newspaper #1, Photograph #1, Phonogrpah #1 (Le Morte d'Arthur)
00:58 Document #1
01:27 Object #1
CHAPTER 2 - AMONGST EQUALS (3 Items)Scene: A Great Mind01:45 Document #2, Object #2, Document #3
CHAPTER 3 - INEQUALITIES (13 Items)Scene: Into Whitechapel02:44 Newspaper #2
03:07 Object #3
03:33 Document #4
Scene: Rebel Declamation04:04 Conversation (Most likely not needed)
04:48 Newspaper #3
Scene: A House of Ill Repute05:08 Photograph #2, Object #4, Document #5
Scene: Good Times05:56 Phonograph #2 + #3
(Sons and Daughters of Britain + The Anarchists 12.10.86)
Scene: The Puppet Queen06:56 Document #6
Scene: The Eyes in the Sky07:27 Object #5
Scene: Rebel Contraband08:02 Document #7
Scene: Roles Reversed08:22 Newspaper #4
CHAPTER 4 - AN ENDLESS BATTLE (6 Items)Scene: Whitechapel Underground08:41 Corpse (Most likely not needed) + Document #8
Scene: Stay With Me09:26 Photograph #3, Document #9, Phonograph #4 + #5
(All Through the Night + The Anarchists 29.09.86)
CHAPTER 5 - AGAMEMNON RISING (5 Items)Scene: Rules of Engagement10:39 Object #6
Scene: Commandeered11:02 Phonograph #6 (Agamemnon Christening)
11:37 Newspaper #5
Scene: CQD, SOS, DE, GFAXX12:06 Phonograph #7 (Evacuation Procedures), Document #10
13:06 Corpse (Most likely not needed)
Scene: Divided13:50 Photograph #4
CHAPTER 9 - AN UNEASY ALLIANCE (13 Items)Scene: Mistrust14:14 Document #11
14:35 Phonograph #8 (The Anarchists 16.10.86)
15:13 Object #7
Scene: Wounded15:38 Photograph #5
16:01 Phonograph #9 (Cable from the new Continent)
16:29 Newspaper #6
Scene: The Plot Thickens16:55 Photograph #6, Object #8, Phonograph #10 (Cargo Inspection Log)
Scene: Munition Room18:56 Document #12, Photograph #7
Scene: The Warehouse19:49 Document #13, Object #9
CHAPTER 11 - BROTHERS IN ARMS (14 Items)Scene: The United India House20:30 Newspaper #7, Photograph #8
21:08 Phonograph #11 (The Anarchists 17.10.86)
Scene: Covert Mission21:48 Newspaper #8
22:21 Photograph #9
Scene: Not A Moment Too Soon23:13 Object #10
23:51 Phonograph #12 (News From the East Indies), Document #14
Scene: Peacekeeper24:48 Phonograph #13 (Ramayana, First Verse)
25:18 Newspaper #9
Scene: Finding Proof25:43Phonograph #14 (Chopin, Prelude in E-minor, 'Dying Away')
Photograph #10
Phonograph #15 (The Captain's Testament)
Document #15
CHAPTER 15 - TO SAVE A LIFE (4 Items)Scene: A Path Seldom Walked27:36 Newspaper #10
28:06 Document #16
28:32 Phonograph #16 (The Anarchists 29.11.86)
Scene: Time is Running Out29:07 Photograph #11