L.A. Noire

There are 8 novels in the game. None of them is missable and all novels are immediately save after you pick it up. I recommend to collect the novels in free roam mode, you can enter this mode after you complete a desk (except patrol) from the main menu. Select cases then a desk and scroll down to "The streets of L.A.." This is the free roam mode. When you collect all novels you also unlock a new outfit called Hard Boiled Detective.

00:08 - Novel #1 (What's in a Name)
01:02 - Novel #2 (Post-War Boom)
01:42 - Novel #3 (Black Dahlia & White Rose)
02:22 - Novel #4 (Hell of an Affair)
03:10 - Novel #5 (See The Woman)
03:47 - Novel #6 (School for Murder)
04:34 - Novel #7 (Naked Angel)
05:12 - Novel #8 (The Girl)
06:05 - Outfit Showcase (Hard Boiled Detective)

If you want you can use the map and the tracker from Rockstar's socialclub.

https://socialclub.rockstargames.com/games/lan/checklist

Under "novels" you can see how many and which novel you have already collected. The map from L.A. shows you also the locations but for many collectibles the map is really inaccurate. You should use the map then rather as a clue.

There are 8 Novels to be found and you can track your progression through the Rockstar Games Social Club. These are new to LA Noire and are easy and quick to find!

https://socialclub.rockstargames.com/games/lan/checklist

When you hover over the dot you will get a description of the Location. However the map isn't pinpoint accurate so I recommend watching youtube for getting all of these:

I did not make this video and all credit and likes and subscriptions should go to them

Here's the map from the Social Club website with all the novels and their locations listed. The map may be a little janky in places but that's because it's stitched together from about 10 separate screenshots.