Yakuza Kiwami 2

Substories in this game are easier to spot thanks to an upgrade. Once you fight enough people or progress through the story enough to unlock the skill trees, on the final set of skills is a substories finder. This will highlight any substory that you can do in a white talk bubble (blue if the substory is in progress).
http://www.gamersheroes.com/game-guides/yakuza-kiwami-2-subs...
linked is a list of all substories and their starting locations.