Unravel

The game has total of 55 secrets / collectibles in 11 chapters. Chapter 11 has no collectibles. All collectibles are immediately saved when picked up.

In the main menu you can see on any chapter picture how many and which collectible you have collected in the chapter. The order is from left to right, so if you have found, for instance, secrets 1, 3, 4 and 5 you can see that you have missed the second secret on that chapter because there is a an empty space between the first and third button.

Chapter 12 has no picture (it is a flowerpot) but you can see the secrets on the chapter 11 picture.

You can find timelines for each chapter in the spoilers. The last spoiler contains the video again.
Chapter 1 - Thistle and weeds

Chapter 2 - The Sea

Chapter 3 - Berry mire

Chapter 4 - Mountain trek

Chapter 5 - Off the Rails

Chapter 6 - Down in a hole

Chapter 7 - How much is enough

Chapter 8 - The letter

Chapter 9 - Winter sun

Chapter 10 - Rust

Chapter 12 - Renewed

The basics: There are 11 levels in the game plus an epilogue. The first 10 levels and the epilogue each have 5 secrets as collectibles (none in "Last Leaf"). This makes a total of 55 secrets for this achievement.

Each picture frame in the hub will show you how many you have found for each level and their order in that level (for example if you have the 3rd and 5th sequentially, it will show the markers at the bottom middle and bottom right of the frame with gaps at positions 1, 2, and 4.). This is very helpful for knowing exactly what you're missing. The frame for "Last Leaf" shows the secrets for the epilogue section after you're out of the snow.

For exact locations, see the excellent walk through videos posted under the achievements for each level:

All 5 Secrets in Chapter 1 (Thistles and Weeds)

Secret 1 - 00:03
Secret 2 - 00:37
Secret 3 - 01:15
Secret 4 - 01:51
Secret 5 - 02:51


All 5 Secrets in Chapter 2 (The Sea)

Secret 1 - 00:05
Secret 2 - 00:34
Secret 3 - 01:00
Secret 4 - 01:36
Secret 5 - 02:18


All 5 Secrets in Chapter 3 (Berry Mire)

Secret 1 - 00:03
Secret 2 - 00:45
Secret 3 - 01:01
Secret 4 - 02:30
Secret 5 - 03:43


All 5 Secrets in Chapter 4 (Mountain Trek)

Secret 1 - 00:05
Secret 2 - 00:29
Secret 3 - 01:02
Secret 4 - 01:55
Secret 5 - 03:05


All 5 Secrets in Chapter 5 (Off The Rails)

Secret 1 - 00:05
Secret 2 - 00:38
Secret 3 - 01:12
Secret 4 - 01:37
Secret 5 - 01:57