Library
In the library, you can find the piece of evidence by the large statue towards the center of the library. It is hard to get here without a disguise or without subduing a large number of people. It might help if you knock the power out for it.
Shangri-la
When you enter Shangri-la, go through the room with the men smoking and you'll see someone trying to flush a pot plant. Go left at the bathroom and you'll find a couple cops questioning someone. On the other side of the room will be a door and a window into another room. In this window will be the evidence. You will need some kind of distraction, a disguise, or to remove the cops to get to it quietly.
Train Station
On the bottom floor of the apartment complex before you walk out to the train station, you'll find a tactical outpost for the cops. On one side of the counter will be some donuts and then on the other side will be the evidence. You'll probably need a disguise to get that evidence.
