Voxophone #38: The Invisible Color - Daisy Fitzroy
Plaza of Zeal - an alley behind the Shantytown gate.
Voxophone #39: We've Need of a Shepherd - Daisy Fitzroy
The Great Chen-Lin, Gunsmith and Machinist - on a store's counter.
Voxophone #40: Changing My Tune - Jeremiah Fink
The Good Time Club - in a dressing room behind the stage.
Voxophone #41: His Design for Cruelty - Zachary Hale Comstock
The Good Time Club - in the cellar. You explore this area on your way to the prison.
Voxophone #42: A Truer Allegiance - Lance Cpl. Vivian Monroe
Plaza of Zeal - inside the watchmaker's store. You need to complete a side mission to gain access to this collectible.