The first secret will be in the prison, in the second room after entering that building, right after Cooperative Concentrate Mode.
The second one will be located behind a big and dark barn. Near Cooperative Concentrate Mode without a door or a gate (brother will attack being hidden behind the fence).
Another unique item is hidden behind a counter in the saloon which is also the biggest building in the chapter. You will enter it in order to rescue the prisoner.
Next one is hidden in the chest which is located under the roof from which you will jump down (near the end of that chapter).
The place of concealment of the last secret is located nearby two horses. You will be next to that place when you will try to get to the balcony from which you will be able to kill last guy with a heavy machine gun (near the end of the chapter).