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 cell to the left, use Vision and Mind Control so the man stands on the switch. Use the switch with Vision and the force field deactivates. Shoot at the silver toilet with Ironman.
Stan Lee in Peril -- Video Time 00:45
Blow up the golden staircase with Hawkeye, go through the pink Mini Access with Vision. Then use Hawkeye again to destroy the silver Lego Bricks to deactivate the force field.
Destroy everything in the room with the big silver sword. Use Hawkeye to destroy the sword and the pillar on the other side. Build a platform for Quicksilver and use it.
Before you leave to the main square through the big blocked door, fly up to the top left corner of the room.
At the start of the main square, there is a hidden object to discover with Black Widow. Build it. It is a Captain America Shield platform. Use Captain America to fight the enemy space ship.
Character: Hogun -- Video Time 03:33
In the last big room, there is a burning pile to the left. Put the fire out with Captain America.
At the far right, there is a hidden object to discover with Black Widow. Use the terminal with her and assemble the Minikit.
Part B -- Video Time 04:17
To the left in the back there is a golden Lego stone. Destroy it with Ironman.
At the center back there is a black Lego object. Destroy it with Ultron.
Character: Kurse -- Video Time 04:40
There is a glass cockpit to the left. Destroy it with Hawkeye.
Discover a dig site with Black Widow and dig with Squirrel Girl.