1. Once you have watched the cut-scene head to the bottom of the stairs and run to the right. The Mementos will be on the floor near the wall of this dead end.
2. After fighting Kuma for the second time continue down the path, you will see the Mementos on your left hand side as you make your way through the maze of shrines.
3. Once you reach the third fight with Kuma you will have to kill him before you can collect the next flock of Mementos. The Mementos are located in the left corner from where you enter this area. If you are about to run up the stairs to the next locations, don't, follow the wall just your left all the way to the other side of the area.
4. After you have climbed up into the tower, Kuma will start to attack you from below the floor. A short cut-scene will happen and you will then proceed to the second level of this tower. Fight Kuma for the fourth time. Once he runs off you will have to chase after him. Before you climb to the third level collect the Mementos from the ledge of the platform.
5. Turn around from the previous Mementos so you're looking at the doorway you just came out of. Run down the right side of the ship and collect the last Mementos of this level which will be sat on the edge.
The Empty Seven's Story
1. At the start of the story you will have to kill a group of Androids before the list will raise. Before jumping on the list run to the right side of the room (right side of the alter) and collect the Mementos sitting on the floor.
The next section of collectibles will depends on which leaver you pull first. You can either follow the route i have taken or decide to go in a different order.
Stand with your back against the open doorway and look into the room, you should see three leavers, one of the left, one in the middle and one on the right.
2. (Right Side) Pull the leaver and wall bounce all the way to the top. Once you get to the top several ninjas will come from a doorway on your left, kill them and then wall run to the left. Keep going until you reach the furthest platform where you will find the Mementos sitting in front of a doorway.
3. (Right Side) Once you get to the top of the platforms you will see a large metal box. Run to your left and you will see the Mementos on in front of you. Don't run up to the box as it will start the boss fight.
4. (Left Side) Pull the leaver on the left side of the ground floor, then climb to the top where you will be able to enter the cube. Instead of entering go to the right and look behind one of the gears to find the next Mementos.
5. (Middle) Once you have fulled the final leaver, make your way up the various polls and collapsing platforms. At some point you will encounter a sniper, head across to the platform he was on, then up onto the poll and over to the platform with the bear. Once you get to the bear look down to the platform below to find the last Mementos.