There are four Matryoshka dolls located around.
The locations of the dolls are:
1: Next to PhD Flopper on the shelves.
2:Next to claymore on barrel.
3:In the room directly below the stakeout on a table. Take one staircase down and it's in the corner.
4:Next to Speed Cola on top of the computer towers.

The locations for the teddy bears are(thanks to Pink Dingalinga):
1st Teddy bear is on the platform above the generator in the starting area
2nd Teddy bear is in the lunar lander area with the claymore behind a gate on the left side if facing the lander.
3rd Teddy bear is located up near the sickle itself. If you look towards the far left window it will be on a beam above to the right of it.
Just activcated the song and it is SICK.
Also just found a red telephone like the ones in five that was ringing in the room right below the power room, closest to the rocket.

There is a radio that is located between two barricades that can be activated, down the stairs from the lunar lander by PhD Flopper.
I'm going to bed now but if anyone else finds something just tell me here and I'll add it to the list with credit thanks