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 ;-) :
Find and shoot 5 Captain America Posters.
Use telekinesis with Scarlet Witch and play Basketball.
Character: Dum Dum Dugan -- Video Time 00:32
There is a room to the right. Open it with a Shield Agent, here Captain America, at the console.
Use the S.H.I.E.L.D. Terminal with a Hydra Agent, here Doctor List. Clean 5 dirty patches with the machine.
Stan Lee in Peril -- Video Time 01:47
After blowing up the treadmills, go to the far back and use Black Widow to discover a hidden object. Ultron can blow it up and Scarlet Witch can deliver the energy drink.
Part B -- Video Time 02:54
Character: Red Skull -- Video Time 02:54
In the left, before entering the elevator, there is a pink Mini Access for Vision
On top of the elevator entrance. Needs flying.
To the right, before entering the elevator, next to the collector. Use Ironman to blow up the golden area and use Quicksilver on the platform.
Red Brick -- Video Time 04:09
In the big fight arena at the bottom there is a panel. Use it to open up a big door. There use Scarlet Witch to Mind Control. A box appears next to the collector. Ultron can open it.
At the top floor, build the climbing frame, climb over. The Minikit is at the left side.
Sneak past the camera with Black Widow.
Part C -- Video Time 05:34
At the back of the train. Climb down.
Character: Arnim Zola -- Video Time 05:54
Use Scarlet Witch to get a bomb. The character is inside.
Use Ironman to destroy the golden vents, build a kite and jump up to fly.
At the part, where the train wagon is destroyed and you fall down. There is a door at the back. Use Black Widow to discover a Bull's Eye, shoot.