Video out soon.
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 ;-) :
At the start while climbing up it's hanging on a ledge.
Character: Klaue Henchman -- Video Time 00:12
Destroy a burning pile of rubble with Hulk.
Discover the hidden bull's eye with Black Widow. Shoot it.
Part B -- Video Time 00:50
Spray 5 grafitties with Scarlet Witch.
Discover the hidden objects. Shoot the statue's shield and the silver sword with Ironman.
Destroy the Lego stuff to get parts for a Quicksilver ramp. Use him on the ramp and pick up the Minikit.
Use Thor on the cracked wall and charge the power coil.
At the far right. There is a man behind a glass door. Use Vision to make him open the door and go through the pink Mini Access.
Open the truck with the green handles with Hulk and shoot the 5 birds.
Character: Ultron Sentry 04:03
In a room in the broken building.
Part C -- Video Time 04:07
Red Brick -- Video Time 04:07
The collector is right at the beginning. Use the green handles on the truck with Hulk. Then put together the platform for Quicksilver. Pick the flag up and deliver.
Character: Thunderstrike -- Video Time 05:43
Detect the hidden area at the train. Use grapple from Hawkeye to open it.
Stan Lee in Peril -- Video Time 06:10
Smash the Window with Hawkeye.
Right at the start. Put out the fire with Captain America and smash the crack with Thor.
Right at the end. Discover the hidden area at the truck with Black Widow. Destroy the gold wall with Ironman and shake out the boxes with Scarlet Witch. Put together the Minikit.