Voxophone #30: Comrades of Necessity - Capt. Cornelius Slate
Hall of Heroes - inside a ticket office near the entrance to the building.
Voxophone #31: Unconditional - Lady Comstock
The Murder of Our Lady - a room with a fireplace at the First Lady exhibit.
Voxophone #32: A Soldier's Death - Capt. Cornelius Slate
The Courtyard - inside a small warehouse on the ground floor (you can explore it after the battle with Slate's men).
Voxophone #33: Calling You Out - Preston E. Downs
Soldier's Field - inside a hotel room (in order to get inside this room you'll need a Shock Jockey vigor).