#1) In the hub area, follow the train tracks south until you get to the southernmost point of the tracks. There should be an opening here, where you'll find the mask.
#2) You need the Jailbird Costume for this mask. Wait and get on top of the train, then ride it to the northern part of the tracks. There's a ledge that can only be reaches by jumping off the top of the train. You should find a crate here that can only be moved by Jailbird Costume. Once you do, use the crate to get the ledge with the mask.
#3) This mask is found during the Jailhouse Blues mission. You need to get to the point where Tennessee has to carry some TNT. Before you knock him across the river, there's a outhouse on your left with a crate inside it. Break open the crate to reveal the mask.
#4) This mask is found during the Jailhouse Blues mission. It is past the spot where you must navigate through a laser floor for the first time. You'll be in an area now with some blocks that you move around. As soon as you enter the area, there are some breakable barrels straight across from where you enter. The mask is behind those barrels.
#5) This mask is found during the Cooper for Hire mission. After you do the hacking mini-game with Bentley, you'll take control of Tennessee. After the first rail slide, you'll be in an area with a lot of crates and some enemies. Kill the enemies, then hop on the crates to get to the top section and grab the mask.
#6) This mask is found during the Cooper for Hire mission. This one is near the end of the mission, right before you get to the final rail sequence. There are two crates to the right of the door which requires Crackshot to destroy them. Do that and the mask will be right there.
#7) This mask is found during the Saloon Bug mission. The mask is located in the casino area of the mission, which is the second area when playing as Sly. Find the rotating wagon in the middle of the room and use the hook on it to launch yourself to the top, where you'll find the mask.
#8) This mask is found during the Jail Break mission. The mask can be grabbed during the second section where you control Tennessee. Pull the switch to open the second gate, then make your way to the zipline. Instead of taking it to the boat, climb the rope down to find a mask on the rocks below.
#9) This mask is found during the Operation: Gold Digger mission. You'll find it when you're controlling Tennessee. It's in the first train car you enter. On the second platform you can jump on, there's a crate to your left that can be destroyed with the Crackshot technique. Do that, then get to the end of the car to deactivate the lasers, which will allow you to backtrack to grab the mask.
#10) This mask is found during the Operation: Gold Digger mission. You'll find it when you're controlling Tennessee. It's the second train car filled with lasers. There's a platform in front of the first switch you shoot, so wait until you get to the end of the car and deactivate the lasers before you backtrack and grab it.
#11) You must find and collect all 12 Treasures in this episode to unlock the arcade game in the hideout. You will play System Cracker, a twin-stick shooter. The mask is in the second arena. When you get there, grab the purple tank (Panzer) and shoot the wall on the right side to access a hidden area with the mask.