This page of our guide to Psychonauts 2 lists the Memory Vaults available in Fatherland Follies.
Two Memory Vaults can be found in this level.
Glory to Grulovia!
Location: The Fall of Grulovia.
You will find this secret by running into the small tunnel marked on the screenshot above. You need to immediately turn left and then hit the Memory Vault.
A Land without Caviar
Location Infiltrating the Psychonauts.
You'll find this secret when you run into a small cottage, just behind a wall that you have to break through.