On this page of our guide to Uncharted 2: Among Thieves you will find a detailed description of secrets and collectibles available in Chapter 19 - Siege. Our step-by-step walkthrough explains how to find all (3) secrets hidden in the 19th chapter of the main campaign.
The first secret will be on the roof of the building, opposite the first (and the only one) machine gun turret encountered during this whole chapter (rocket launcher can also be found in this area).
The second and third treasure are located just before the end of the chapter - after you climb the two ladders inside the building and go out on the roof. The first treasure is located in the red-blue gazebo, to the right of the roof exit. After you pass through this exit, Tenzin will close it.
The last treasure, will be on the left side, on the ground (if you look from the point of the roof exit), by the tree that grows there (in the shade).