1 - Packet Ship
The town of Annesburg is located close to the northeastern corner of the map, and that is where this card will be located. There are some docks on the right side of the town and you'll find the card on top of a box under the roofed section.
2 - Schooner
From the previous card, travel south to the Van Horn Trading Post and locate the ships docked on the coast. Find the southernmost boat and climb the stairs to the top. You'll know you're in the right spot, as there is a bed here. The card will be underneath the bed.
3 - Camel Caravan
You will find this card in the small town of Rhodes, found west of Saint Denis. Across the street from the saloon is a house that will have a clothesline in the yard. Right next to the clothesline will be a small table. You'll find the card on the table, although you may need to pick up a coin before being allowed to grab the card.
4 - Elephant Carriage
You'll find this card in the town of Strawberry. You're looking for the Trackers Hotel building, which isn't the actual hotel you can rent a room at, but a normal building next door to the post office. Go behind the building to find some stairs and you will find the card at the top, on the railing.
5 - Goat Carriage
East of the town of Valentine, you will find a ranch on the map called Emerald Ranch, which is where you'll want to go for this card. Look for the big stable on the western side of the ranch. Hop the fence, noting to be quick before the ranch hands do anything to you as they tell you repeatedly to leave, and go to the northwest corner of the stable to find the card on a bench.
6 - Hot Air Balloon
This card will be found within the town limits of Saint Denis, in the southeastern corner of the map. There are two saloons in this town and you'll want to find the northeastern one. Go into that saloon and head to the back room, where you'll find the card on the shelf.
7 - US Frigate
South of Rhodes is Braithwaite Manor on your map, which is a place that isn't very welcoming of you trespassing on their property. Luckily, the card isn't located on their ground, but in a small building on the coast (might still be on their lands, but should be no one here). The easiest way to get there is head to the coast before entering their land, then follow it south until you get to the building with the dock. The card will be on a table behind the overturned boat, inside of the building.
8 - The Showboat
This is the second card that can be found in Saint Denis. South of the "D" in Denis is a large dock on the southern end of town, sandwiched between two ships. You know you have the right one, as there is a building with "Harbor Master" written on the front of it there. On the eastern side of this building is a small table that looks to have been used for filleting fish; the card will be on that table.
9 - Balener Whaling Vessel
While following the water/docks, head northeast from the previous card and look for a small, blue hexagonal structure by the ramp that leads into the water. The card will be on the sill of that little blue structure.
10 - Stagecoach
East of the town of Strawberry, there is a small train station called Riggs Station, which is west of the Dakota River. If you go to Flatneck Station south of your Chapter 2 gang camp and follow the tracks west, you will come to Riggs Station. Go behind the main building there and you'll find this card sitting on the bench.
11 - Steam Locomotive
North of Rhodes is an area called Southfield Flats and if you look straight west from there, you should spot a lone building on your map. If you head there, it's actually a broken down building that doesn't really have much to it. However, there is a small gap in the dilapidated building that will house this card.
12 - Velocipede
On the northern side of Saint Denis, above the name on the map, there are some bigger houses just north of the northernmost street there. You're looking for the one that's north of the "I" and "N" in Saint, which is just to the left of the three close together. There will be a small porch on the side of this house, where you'll find the card on a small table.