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 ;-) :
Floating in the river. Shoot it to get it.
Shoot the 5 blinking red lights on the floor.
In the mine. Use grapple from Hawkeye, remove the stones with Ultron and pull the cart out with Scarlet Witch.
Behind the Silver Bars. Use Ironman to blow them away and Captain America to lift up the protectiton.
Detect the Avengers platform with Ironman, use it with Captain America and Thor.
Character: Sentry -- Video Time 02:34
There is a ledge next to the Hulk / Ironman gate. Destroy the panel and use Thor's lightning to get the Character.
Sneak (Black Widow) to the camera off switch and use mind control (Scarlet Witch) on the man at the turret.
Character: Crossbones (Classic) -- Video Time 03:26
Dig up the 3 pits with Squirrel Girl. - I got my first Squirrel Girl off a mission in Manhattan.