There are a total of 62 collectible locations in Outlast: 31 Documents & 31 Notes. Finding all collectibles will earn you the PULITZER gold trophy.
The Documents can be picked up like normal collectibles. The notes are obtained by filming certain events or objects with your camcorder. You have to collect everything in one playthrough to unlock the trophy! Your statistics will reset when you use chapter select or start a new game. Missing a collectible means you won't get the trophy. As a precaution you should create new save games regularly. You can have up to 50 save games. That allows you to go back if you have indeed missed something.
You can see exactly which collectibles you have found by pressing the D-Pad left / D-Pad right buttons.

TIMELINE:
#1 - Note 6 - 0:05
#2 - Note 7 - 0:30
#3 - Document 7 - 1:04
#4 - Document 8 - 1:30
#5 - Note 8 - 1:59
#6 - Document 9 - 2:19
#7 - Document 10 - 3:08
#8 - Note 9 - 3:50