All Collectibles in order as they appear. The characters used are just examples. Of course, you can use whatever character you like with the according abilities ;-) :
The collector is right at the start and needs Vibranium. At the right side, there is a door shut with silver Lego bricks. Blow them up with Ironman.
Repair the forklift.
Blow up the glass window of the left room upstairs with Hawkeye, fly in and use the Scarlet Witch.
Cut out the shape in the golden wall with Ironman.
Destroy the second box that you had to blow up with Thor in the story, build the ramp for Quicksilver and use it.
Character: Hulk-Killer -- Video Time 02:35
After Scarlet Witch - in the story - blew up the windows, fly in there and use the terminal with a Hydra Agent (e.g. Doctor List).
Part B -- Video Time 03:27
In the first dream, use the pink Mini Access with Vision. The Minikit is in the piano.
Character: Count Nefaria -- Video Time 03:48
Open the door to the left. There is a power coil for Thor in the main hall. Use telekinesis with Scarlet Witch on the vase and freeze the puddle with Loki.
There is a box with black Lego bricks on the right. Destroy it with Ultron, build the camera and fly up to pick up the Minikit.
Stan Lee in Peril -- Video Time 05:20
Use Hulk on the green handles.
Character: Ravage -- Video Time 05:34
There is a Grapple on stage. Pull it with Hawkeye
Use Scarlet Witch on the drum player
In Heimdall there is a crack on the floor for Thor.
Part C -- Video Time 06:13
Blow up the traffic lights with Ironman.
Rescue 6 groups. Use "Warn Citizens" while playing Veronica.