*I do not take credit for this solution, This was posted on Playstation trophies org. I added the link below as Citation. There was no author listed on the site to credit for this solution.
Edit: i believe the author to be dcollins22
http://www.playstationtrophies.org/game/puppeteer/trophy/691..."Captive souls are rescued by killing grubs and Weavers (mini bosses- refer to Surgical Striker). When you kill a grub or weaver you will see a purple canister emerge from their body which you must cut to free the soul. Once done you will see the soul float into the sky. You will only see this occur for souls in which you have not previously rescued. You can track how many souls who have rescued for each level at the level select screen. When you press on the level it will bring up a menu showing your progression of unlocked souls and heads.
In total there are 592 souls to be rescued in the game. The far majority are very easy to find and you will find them as you replay the levels for other trophies. There are a few that are a little harder to find and may require a head action for them to spawn. My advise would be to leave this trophy till last as this will reduce the amount of times you need to replay the levels, as you would have found most souls whilst unlocking other trophies."
Let me know if any further citation is needed.