Terminus Hotel
The first piece of evidence is on the ground floor of the Terminus Hotel. When you walk into the hotel front door, turn right. The evidence is behind the front desk and you need to either sneak in (which isn't too hard) or grab a janitorial outfit to get back there unseen. The Janitor's costume can be gotten by slipping to the left, climbing through the vent in the bathroom and finding the janitor near the stairs that lead down to the basement.
Upper Floors
On the top floor, If you make your way through the various dining rooms and ballrooms, you'll find a smaller private dining room with a bunch of weapons and this piece of evidence. It is by the entrance to room 899 and actually shares a wall with it. You actually have to go through the large dining room on the right before you can get into the room with the evidence.
