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 ;-) :
Character: Chritauri Tourist
Right at the start, go behind the monster's spine.
Destroy 6 big purple lights
Detect a hidden area with Black Widow and use telekinesis to open the lid with Vision
Shoot the silver cage with Hawkeye
Part B -- Video Time 01:02
Character: Captain America (Bucky) -- Video Time
Grapple that Newspaper box with Hawkeye.
Smash the broken wall with Hulk or Thor, get the Minikit that is inside.
Shoot the golden elevator part with Ironman and fly up to get the Minikit.
Shoot the window with Hawkeye and jump into the office to get the Minikit.
Part C -- Video Time 01:58
Solve the little puzzle with Vision on the TV.
Stan Lee in Peril -- Video Time 02:12
At the far right of the tower. Defeat the villans.
Same location as Stan. Blow up the vent with Ironman and use Captain Amerca's shield.
Character: Quasar -- Video Time 02:54
Open the door to the inside of the tower with a Shield Agent. I used Black Widow.
Red Brick -- Video Time 03:03
The Collector is next to that door. The item he wants is inside the tower behind the black lego wall. Destroy it with Ultron and take Jarvis back to the collector.
Use the door terminal with a Hydra Agent (e.g. Doctor List)
At the top of the tower, there is a climbing frame to the left. Climb down to get the Minikit.