Borderlands – Frostburn Canyon collectibles

Lets see:

Bloodshot Memories

Source

1. The third room you enter on a table. There is the echo.
2. Located in the next large room (the one right before the whirlpool), on a table at the far end on the right.
3. On the second level of the whirlpool room, the ECHO is on a chair from the opposite side of the ramp. The inner circle. Not the outer circle.
4. Inside the hut in the middle of a flooded room.
5. Upon entering the room with the prison cells, the ECHO is on the table to your right.
6. On the ground to the right before the exit to the Bloodshot Ramparts.

Spoiler: This is a reference to a cargo cult. Not completely of course, but there are some parallels.

Eff Yo' Couch

For some of these couches you need to have done one of the side missions. The Splinter Group mission. My source

1. The same room as the first echo has the first couch.
2. In the large room before the whirlpool, on the upper ledge closest to the door leading to the entrance.
3. Located in a flooded room after the whirlpool room. Look under the second level on the dry floor across the flooded shed.
4. After entering the narrow tunnels, go up the stairs and look in the first room to the right. Splinter Mission
5. Located In the room after fighting the splinter group. Splinter Mission

The Last Place You Look

Source: Youtube.. I'm using a bit of a rough wording here. You should look at the different large open spaces as rooms. And the connecting pieces between the large open spaces (usually portals an other large or small doorways) as doors. I'm assuming that this search is done after the main plot mission that takes place here, so all doors are open.

1. First 'room' you enter. This room has two. The first is on the left from where you enter. Go all the way down to the ground level, and move towards the corner. There is a car on one of the bars that is over the cliff. In the trunk of this car are your first keys.
2. Same general area, but more towards the first 'door' to the next area. (This is where you fight the constructor in the side mission where you have to implant the AI in a robot). Go past the tollbooth, and the car on the left. Again, in the trunk.
3. Just past the first 'door/portal' to your right is a car on top of a school bus. In the door of this car you find the third keychain.
4. Go past the next 'rooms'. Follow the bridge over the chasm, made out of those metal corridors. (there are two next to each other). After this 'bridge', you will see a ledge with a car on it in the distance. The car is on the left, with a different structure on the right. The car is up around the second floor. (pretty close to each other, it looks like you could jump from the car to the structure). In the trunk of this car is the fourth set of keys.
   1. Bonus in this same "room" there is a hidden vault sign. Go towards the 'door/portal' to the next 'room'. When the the 'portal' is a small walk away you can see a small ramp on the left. Under this ramp is the vault sign. (The portal I talk about here is rather large).
5. Final key, walk all the way over to the largest Marcus statue. In front of that statue is a car, on the right side of the ramp. That car contains the keys. In the door. Here you fought the badass constructor robot.

For the most part it's just a normal quest with no particular (non-story) surprises. I would just play through the missions normally but note there will be a boss fight at the last mission.

Major (sidequest) spoilers:

At the end of the final quest here Incinerator Clayton orders a bunch of Sanctuary citizens to be killed for blasphemy (or something). Lilith puts her foot down on this but Clayton (and the rest of the Children of the Firehawk) betray you/Lillith and you have to kill him. He's not particularly hard, as far as bosses go.