One in each Chapter.
Grass Doll - (Mental Note) Chapter One - You'll find it automatically.
Hammer - (Whatever Is Left) Chapter Two - After you have fixed the flooded garden patch. It's behind Mkulima's hut.
Blow Pipe - (Four Parts of a Man) Chapter Three - After you have learned to hunt wild boar. It's in Dungu Lands, by a bush, above and a bit left of the transfer pad.
Rum Barrel - (Ashes Behind the Back) Chapter Four - After Muze buys it from the stranger. Then after he disappears, you'll find it at the northern most point of the island (Dungu Lands) behind the boar in the mudhole.
Rag Doll - (Just Like Me) Chapter Five - After you make the stuffed boar for Mdogoku, wait until close to the end of the chapter when you see he is no longer around the boar. Then go there and get the rag doll.
Gilles' Scarf - (The One Who's Gone) Chapter Six - After you hear the scream, go to Marshy Woods. It's in the middle.