Collectibles are acquired in one of two ways. You can either be given the item, usually as a form of payment from some task, or you can loot for it. In the form of looting, you can either find a location where the item is laying on or something or the item is taken from another character.
Pamphlets - Loot
All of these pamphlets can be purchased at any of the four fence locations [Emerald Ranch, Rhodes, Saint Denis, & Van Horn], but why purchase them when you can find them for FREE?!?!?! Note: To learn the recipe on the pamphlet, you must open/read it.
Trinkets - Loot
Once obtained, Trinkets will provide you with a permanent bonus, you do not need to equip them in any way. Most trinkets must be crafted, but there are a few of them that just need to be collected. There are additional trinkets that can be crafted.
Trinkets - Reward
Technically, these could be included under the loot section, but you must do some leg work before they become available so they feel more like a reward than just a simple loot item.