There are 8 Vigors you must use, some are story related, some are not. Either way you should be able to find them all without any help. While I was playing I noticed all of them pretty much on the path to beating the game. Some will be available earlier if you search though.
Possession, story related.
Devil’s Kiss, which will be found right after killing the first heavy hitter you come across.
Murder of Crows, get this after you fight the hooded people in the chapel it's in the Fraternal Order of the Raven.
Bucking Bronco, this will be on the way to the Hall of Heroes, go into the ticket booth and it's yours.
Shock Jockey, story related.
Charge, after leaving the police impound you can find this in a office behind a locked door.
Undertow, Fink's office.
Return to Sender I found this on lying around in a pile towards the end of the game. Gamefront will tell you "After leaving the Port and entering a new interior area, you’ll soon come across a locked door leading into the Salty Oyster Bar. To get this final Vigor, you’ll need to hit the secret button. This button will only appear after opening the lock into Founder’s Books, found near the exit to the area. Inside, listen to the Voxophone revealing the secret button, then backtrack to press it. The Vigor is on a table inside."
After you get one use it on the next enemy so you know you it's added to the progress. Enjoy!