This section of the guide is for me to clarify what I mean when I use certain terms for describing different categories of levels. I figure finding the secrets is confusing enough so I'm trying to be extra clear in this guide.

Most collectibles reside in what I call the "main" levels, which are the five levels in each world, those worlds being the carnival, ruins, swamp, library, and the moon.

The exceptions to that are the Dawn Fragments and Lost Souls, which are split between the main levels and the hollows, which get their own section further down.

The lists in this guide have the levels in classic mario format, so the very first level in the game would be 1-1, and the 4th level in the second world would be 2-4 for example. I label the Hollows similarly, H1-1 being the first level in the first world's Hollow.

Thanks to the Secret Update, you can now check what secrets you have found in each world, both the main 5 worlds and the three Hollows. To do so head to the bathhouse in Grevenfel,
where you can pay 100 coins to enter and then pick a soap from one of the eight baskets.
From left to right, the baskets let you check your collected secrets in world 1,2,3,4, and 5, then Hollows 1,2, and 3.

Here is an example, my completed list of secrets in world one:

As you can see this covers all the secret collectibles, but will never tell you when there is more to collect, it even shows if you have rescued the mages that are petrified in the 4th level of each main world.

This is the collectible you are most likely to have at least one of, since there is one in each "main" level. This makes for a total of 25 Oath blades to find in the game. They are always in separate room:

and sometimes are locked behind a challenging room, like this one:
Because they are in each main level, it would be redundant to have a list of levels that contain them,
so I will just give you a hint towards the one in the first level:

These books can be anywhere, and are often in separate rooms that may or may not be entered via fake walls. There are a total of 16 in the game, 14 being in the main levels. The first is in Belle's house, and the last is found by the very person who tasks you with finding them, Jess.

Here is the pedestal that held the one in 2-2:


The lore tomes are located in the following places:
Belle's House
1-1*
1-2
1-3
1-5
2-1
2-2
2-3
2-5
3-1
3-2
3-4
3-5*
4-3
4-4
Jess after getting the first 15

*requires one of Claire's consumable power ups, good luck finding these ones

Each of the first three worlds has what are called Hollows, underground areas that serve as more difficult remixes of their above ground counterparts.

Here you can see the entrance to the one for world one on the left, just next to level 1:

and here is world one's Hollow:

They are unlocked by finding their entrance in a level within their world. All are behind fake walls and serve as an alternate exit to a level, meaning you can use them to get speedrun medals for the levels that lead to them.

They are found in the following levels:
1-1
2-2
3-2

These are the missing pieces for the big archway in the library. There are two of these in each Hollow, one for each boss in those worlds since you rematch them in the Hollows. Since those are impossible to miss (unless you decide against picking them up for some reason) I will just list the locations of the ones in the main worlds.

Dawn fragments are located in:
1-4
2-2
3-1
4-5

Lost Souls are post-game collectibles that can only bee seen after talking to Riley, the Reaper on the bridge between the ruins and the swamp (yes you can go there, I didn't know either). There are 7 of them in the main worlds, with the remaining 13 being in the hollow levels.

Luckily, very few of them are hidden, here is one of them:
Lost Souls are found in the following levels:
1-5
2-1
3-4
4-1
4-2
4-3
4-4
H1-1
H1-2
H1-3
H1-4
H2-1
H2-2
H2-3
H2-4
H2-5
H3-1
H3-2
H3-3
H3-4

In the newest update 1.2: Re-Dawn, a new kind of collectible was added to the game, a set of 13 circus tickets. These are by far the most difficult secrets to find on your own, which makes sense because the intention was for the community to work together to find them (and we did!). Even with this list of locations some will be quite tricky to collect, so be warned.

To get started on this (not so) little task, go south from world one to find a gate guarded by Riley, who tells you about the tickets and gives you the first one. Talking to Riley is also the only way to check how many tickets you have, not even the baths help with this one.

One last thing to note: many of these tickets are locked behind some very... sensitive doors. They all look like this:

They usually have a riddle of some sort to help you open them, the difficulty of these riddles varies from obvious:

To almost impossible to all but the most perceptive players. Good luck, seriously.

Anyways, here is the list:

Riley
Above the tower entrance in the swamp (you need an item to get that high up)
North of the screen with the oath blades in the desert
1-2
1-2 (yeah they put two in this level)
1-3
1-4
2-4
3-2
3-4
3-5
4-2
4-5

Obviously I haven't spelled out how to get each collectible in this guide, and believe it or don't, its not because I'm lazy and don't want to do it. Its because hunting for secrets is the meat and potatoes of this game in my opinion, and this was almost certainly the intention by the developers.

If you want help with these finding anything in this guide, I strongly encourage joining the discord server and looking through the cc-spoiler-chat for hints (or sometimes the solution) to your problem.

https://discord.gg/BZUyytCet2

Alternatively, here is a lets play of the game by LiminalityCarb, who as I understand has 100%'d the game and will be releasing a video soon for the tickets. I haven't watched this myself but I'm sure it could be helpful.

https://youtube.com/playlist?list=PLNzL9odr3Ds5cDsi2yqg5IBiPi42OpAKa

This may not be what you want from a guide but its what I wanted, so I made it. If you want to make a guide that spells out everything, then go right ahead.