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 ;-) :
Destroy the window to the left with Hawkeye and use his grapple on the middle plant.
Use Ironman to blow up the golden gas tanks at the BBQ to the right.
Shoot 3 monitors.
Character: Aldrich Killian -- Video Time 00:56
Shoot the painting at the wall 2x and then open the safe with Ironman.
Part B -- Video Time 01:24
At the far right, next to the blue wall, where you drive in with the built car later. There is a dumpster shed with a white fence. The Minikit is in there.
To the left, on the roof, where the generator for the story is, there is a silver box. Blow it up with Hawkeye, build a power coil and charge it with Thor.
Stan Lee in Peril -- Video Time 02:03
Use Vision to pick up the crowbar on the floor to open the trunk of the car.
After you destroyed the 2 generators in the story, destroy everything of the barricade. Then use Ultron on the remaining black Lego box. Build a ramp for Quicksilver and use it.
Character: Ellen Brandt -- Video Time 03:00
Blow up the golden Lego Bricks at the entrance to the shop to the right and go right through to the back.
Pull the green handles on the car at the back of the street with Hulk and go through the pink Mini Access with Vision.
Part C -- Video Time 03:39
Character: Maya Hansen -- Video Time 03:39
Right at the start. Go behind the big blue wheel.
Destroy the glass of that cabin / elevator with Hawkeye, install the grapple on the container and pull it open.
Blow up the golden Lego Bricks at the same elevator with Ironman and fly up to get the Minikit.
Destroy the cracked container roof with Thor and get the Minikit inside.
Red Brick -- Video Time 04:27
The Collector is towards the end, where the big golden ROXXON is. Right above him is an area that is protected by a camera. Sneak past with Black Widow, blow up the Silver Box with Ironman, install a lever and pull it. The door opens, go through. Destroy the golden Lego bricks with Ironman and put out the fire with Captain America. There you can pick up an Ironman helmet.