There are 20 Red Bricks in the LEGO the Movie Video Game. Compared to past Lego games they are relatively cheap and easy to find. Their locations are as follows:
1) X2 Stud Multiplier: In Bricksburg, across from the police station, you will have to use Vitruvius to open the wall and then turn on the crane. Use a second character to ride the platform up and pull the switch. Push the box around to the front side of the fountain and lock it into place and the red brick will appear. (250,000 studs)
2) X4 Stud Multiplier: In the Wild West, on the far left will be a bank and a guy will tell you it was robbed, you will have to find the three robbers. On the far left, head into the second floor of the barn on the far left and push the box out, use the Caveman to light the fire. (1/3) On top of the jail cell building, use the grapple point. (2/3) On the Saloon Building just below the word Saloon is a Vitruvius Point. (3/3) (500,000 studs)
3) X6 Stud Multiplier: In Cloud Cuckoo land fly over to the right onto the island with the three sets of three colored buttons. Line up the picture with the correct color for all three and the red brick is yours. (1,000,000 studs)
4) X8 Stud Multiplier: In Octan Tower after opening the black and red door head through and fly up in to the center and activate all three terminals. One will open the door right behind the starting location of the broadcast news level. Walk over to the wheel and activate it, when it stops the minikit will appear. (2,500,000 studs)
5) X10 Stud Multiplier: Right outside of Emmet's house in Bricksburg will be a woman who wants her five cats back. The first is in the back left corner up on the roof, next to the billboard that you have to master build. (1/5) The second one is in the first floor of the station where the instruction page is. You will need Long leg Lord Business to access it. See the Fast Repair Brick for how to acess Long Leg Lord Business Man. (2/5) The third is right above the last one, use the hack station on the left side of the station to get him. (3/5) The fourth one is on the building to the left of the construction entrance if you're facing it. On the top left is an outhouse with a target on top, hit the target to get the cat. (4/5) When facing Emmet's house, to the left is a balcony with a grapple point, the cat is on the balcony. (5/5) (5,000,000 studs)
Thanks to astresnoir and Pandarr for the location of number 5.
6) Collect Guide Studs: In Bricksburg, on top of the station is a master build for a billboard. (1/3) Directly across from Emmets house in the square, back left corner, there is a pink and green fence that you can destroy and build LEGO’s from. Use Wildstyle to get to the top and complete the master build of the billboard. (2/3) The third one is across from the police station, you will have to use Vitruvius to open the wall and then turn on the crane. Use a second character to ride the platform up and then head to the left and destroy some LEGO’s to reveal a Master Build Point. (3/3) (50,000 studs)
7) Attract Studs: In Cuckoo Land, just down from the portal, to the left of the staircase is a grapple point, do so and then repair the box. (1/3) Through the silver door to the left, the box is right in front of you. (2/3) In the top right tower is the box. (3/3) (600,000 studs)
8) Character Studs: In the Wild West, melt the door around the jail cell in the back right corner, to the left of the graveyard. (1/3) Destroy the water tower in the back left of the map up top, on the saloon roof. (2/3) In the horse coral to the right, go get in with Vitruvius. (3/3) (100,000 studs)
9) Gold Instruction Page Detector: On top of the Saloon in the Wild West. (200,000 studs)
10) Pants Detector: In Bricksburg in the park outside of Emmet’s house, destroy the tree in the corner to reveal a master builder point, only the right tree when facing the park from Emmet's house, use it and the red brick is yours. *Note* The Master Build spot will not show up until after you have completed all story levels. (200,000 studs)
11) Red Brick Detector: In Cloud Cuckoo Land, just down from the portal, the building in the back left has a target to destroy, destroy it and then use Wyldstyle to jump up and grab the instruction page. (1/3) Head down from the portal and head to the left, use metalbeard to destroy the silver wall then master build the staircase and head up and grab the instruction page. (2/3) In the back right tower, use batman to grapple the point and head through the doorway. (3/3) (200,000 studs)
12) Fast Boomerangs: In Cloud cuckoo land head down from the portal and to the left will some rainbow bricks, destroy and build them and then climb up and use the caveman to light the rocket on fire. (1/3) Head down from the portal and into the door on the left, silver, head over to the small island. The rocket is in the center. (2/3) The rocket is on the first island to the right. (3/3) (100,000 studs)
13) Fast Secret Knock: In Cloud Cuckoo Land, head down from the portal and head to the left, use metalbeard to destroy the wall then master build the staircase and head up and grab the red brick. (100,000 studs)
14) Fast Build: In the old west, head to the right and put out the fire. (100,000 studs)
15) Fast Repair: After completing the first level just before exiting the construction site, off to the right are some guys needing a drill, switch to Gail and use the drill for an instruction page. (1/3) To the right of road leaving the park area, there will be a green and pink fence on your right, climb up to the roof and jump onto the awning below. Use Vitruvius’ staff and throw it into the hole so you can swing across and grab the instruction page. (2/3) The last instruction page is on the first floor of the station, but to get in there you will first have to go just to the right of the entrance to the Construction Yard and destroy the red box. After doing so build it back up and use Lord Business to hit the switch and grow tall. Then walk over to the right side of the station and on the wall will be the switch that opens the door. Inside is the instruction page. (3/3) (100,000 studs)
16) Regenerate Hearts: In Octan Tower after opening the first door, on the left wall will be a rainbow poster. (1/3) From where you start, to the left of the ramp are so gold LEGO’s, melt them then build the rainbow pieces. (2/3) After activating the terminals in the high center of the tower, the rainbow pieces are just to the right of the start of the Broadcast News level. (3/3) (100,000 studs)
17) Invincibility: After opening the first big red and black door head through and to the right, right above you is a terminal that opens the door behind you. Activate the terminal and inside the room will be the red brick. (100,000 studs)
18) Fast Hack: In Octan Tower, right after grabbing the Invincibility red brick, jump through the window, down to where you started and use Green Lantern to build the LEGO’s. Then use Lord Business to grow tall and hit the switch on the wall in the front left corner. (100,000 studs)
19) Extra Hearts: In Octan Tower, after opening the big red door, head to the right and down the hallway to the left and into the next room. On the right wall will be a point that WyldStyle can climb, at the top push the box off and the destroy them and rebuild the Legos, then use Batman to pull the handle. (1/5) After opening the big red and black door fly up to the left and pull down the LEGO builder poster. (2/5) In the room the Invincibility Red Brick was in, on the right wall is the poster. (3/5) Just to the right of the portal, use MetalBeard to break the silver legos then pull the grapple handle. (4/5) Straight ahead of the big red door is a blue box that needs to be repaired, do so and then break the box that comes up. Repair the grapple point and pull it. (5/5) (100,000 studs)
20) Fast Drill: In the Wild West there are five birds you will have to knock off their perches. From the start of the world to the left in the center of the coral is some rainbow bricks, build them. (1/5) Above the bank on the far left is a drill spot. (2/5) On the far right in the graveyard, just in front of the building, destroy the gravestones and you will be able to build a switch. (3/5) On top of the sheriffs station is a hack mini game, complete it. (4/5) Inside the barn on the far left, second floor, are some Legos, destroy them, then rebuild them. (5/5) (100,000 studs)