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 ;-) :
Fly through it with the plane
With Thor, there is a power coil to power up on the building next to the entrance.
Part B -- Video Time 00:39
Extinguish the fire in front of the shop with Captain America and use Hawkeye's Grapple.
Red Brick -- Video Time 01:04
The Collector is on top of the house to the right. You need to fly. For the Wig, use Scarlet Witch to remove the wall off the shop entrance and get the wig.
Next to the collector. Remove the black Lego Wall at the truck with Ultron.
Use the purple Mini Access with Vision
Character: Detroit Steel -- Video Time 02:18
Destroy the cracked floor with Thor
Shoot 3 silver hydrants with Hawkeye or Ironman.
Repair the Police Car with Tony Stark and drive or walk to the Minikit at the end of the road.