There are a total of 122 collectibles (80 Lost Souls, 21 Keys, 21 Doors) in DmC: Devil May Cry. They are required to achieve 100% game completion. The keys are needed to open the doors and the doors will unlock new side missions. After finding a collectible it will immediately be saved and you can return to the main menu. There is no need to reach the next checkpoint. Some collectibles can only be reached by using certain abilities. Make sure to buy the "Leap" ability very early, it will come in handy.

IMPORTANT: You cannot get all collectibles on your first playthrough because certain weapons and abilities are required (which are unlocked automatically later in the game). After beating the game you can replay all missions in the main menu and get missing collectibles.