During the game, you can find several collectibles called Relics, which are worth a tidy sum of bonus Dark Essence. According to the Relic Hunter achievement, there are 29 of them in the single player campaign in total.
Where can I find them?
I knew someone eventually would ask this.
Gor1lla of xbox360achievements.org has finished a very nice relic guide on one of his forum posts. It's amazing how he managed to get them all after such a short time:
Since he did not put in any copyright notice, I will post it here, full credit to him of course:
1 - After you meet the darkling, open the door at the end of the room. The relic will be right in front of you (hard to miss).
2 - After walking down the stairs to the subway, take a double left and follow the path until the end.
Mansion (you can get this relic everytime you visit your mansion)
3 - Go up the stairs and turn left. Enter the bedroom and grab the book on the table on the left.
Q and A
4 - Once you enter the tavern, kill everyone inside and look for the room with two arcade machines. The room is on the opposite side of the bar. The relic is right next to the machines.
5 - Proceed through the level until you find the next portal. Turn left and follow the path. The relic is at the end of it.
Q and A 2
6 - Play until you can walk up a broken-down crane. Right behind the crane is a hut with the relic in it.
Q and A 3
7 - Fight your way through the level until you enter a room with a conveyor belt. Jump over it and enter the door in between the racks. The relic will be sitting on the floor
8 - Proceed until you have to press a second button. Continue until you see the next portal. In the next room, you will have to fight some goons. To your left are two guys guarded by a generator. Destroy the generator and open the door. The relic is in the room behind it.
Strong silent type
9 - Turn right at the start of the level and walk to the end of the way. The relic is behind the truck.
Strong silent type 2
10 - Follow the route until two enemies bust open a door in slow motion. Kill them and grab the relic on the left side.
Deal with the devil
11 - When you get control of Jackie, turn left.
Deal with the devil 2
12 - At the start, follow the way until you have to go down blue stairs. At the end of the stairs is an open door. Before going through it turn right. You will see the relict on some emergency stairs. Press Left Bumper to grab it.
13 - After cleaning the room with the two enemies that carry floodlights, you will enter a room where you can talk to a person on the right side. Instead of doing so, turn left and open the door at the end of the hallway. The relict will be in there.
Home Invasion 2
14 - Fight your way to the kitchen. Once you are there go into the room on the right. The relic is next to the fireplace
15- After talking to Vinnie you will come to a place with ~7 people. Walk past Jimmy and turn left. The relic is behind the statue. You can also get this after talking to Jimmy.
16 - After destroying the generator, open the gate and go through it. At the end of the way, you will see a mausoleum. The relict is behind it.
Fun and Games
17- After entering the carnival, tale the left way. Once you hit the light, turn right. The relic will be sitting in a corner.
Fun and Games 2
18 - At the start you see 2 goons run away from you. Go where they came from. The relic is in the back, behind the street lamp.
19 - After the second carnival game you will have to fight a bunch of enemies. During the fight the doors to the left of the booth (when looking at it) will open. The relic is in that house.
Fun and Games 3
20 - After throwing the explosive at the gate, you will have to enter a house. Right after entering you can see a goon on the other side of the door. Shoot the lamp and grab the relic on the table with Left Bumper
21 - Near the end of the level you will enter a big garage with a truck. Go around the truck to find the relict sitting on a table
Fun and Games 4
22 - It's in the ticket booth right at the beginning. Grab it with Left Bumper or go around and enter the booth from the other side.
Rat in a maze
23 - After finding Jackie, you will encounter 2 enemies. Get rid of them and go through the door on the left side. There is a relic in the little room
24 - As Jackie, follow the route until you enter the room, where you get the rifle. The relic is on the right side of the room.
25 - During the course of the level you will have to destroy a wall to make a path. After pulling down the wall, don't progress on the path, but enter the hole you opened. The relic is sitting in a corner to your right
26 - After the ballroom fight, you will find a new portal and go up some stairs. Don't fall into the hole (there are 3 goons below). Instead, walk on the plank to your left to the corner of the room. Look through the broken wall to see the next relic. Press Left Bumper to grab it.
27 - When you enter the big attic room, jump down the little set of broken stairs and take a right. The relic is sitting in the corner next to a "Hellgate Field"-sign.
Heart of Darkness
29 - Follow the path until you automatically focus on a person. Instead of going there, take the path to your right. The relic is at the end of it.
28 - You will get this relict AFTER 29. Proceed in the level until you have to pull down an obstacle using the darkness. Instead of doing so, turn right. The relic will be sitting on the ground.