The chapter begins when DeWitt arrives in the city of Columbia, after he uses the device found in the first chapter, The Lighthouse.
Since hes a traveler from outside, he must find a way to gain access to the city.
The following BioShock Infinite collectibles guide reveals the locations of all Voxophones, Telescopes and Kinetoscopes that can be found in the mission, and it should be used in the same order as below, if players want to find the collectables in a single playthrough.
When you arrive in Columbia, get out of the vehicle that brought you there and head left. You should see a statue right in front of you. T
he path leads around the statue, but instead of doing this, go inside the room to your left (as facing the statue). Then, check the alcove thats on the right side of the room, next to the altar. Inside the alcove is the first BioShock Infinite Welcome Center Voxophone, and the first collectible in the video game.
LOVE THE SINNER; Lady Comstock; April the 1st, 1893
After you accept the baptism to enter the city, cross the garden and then the alleyway, to arrive to a large statue. Go right, even if your marker tells you to go left, and enter the shop.
On the left side, next to the counter is the first BioShock Infinite Welcome Center Kinetoscope, a device that lets you play a video.
Father Comstocks Gift of Prophecy
Behind the counter in the shop mentioned above is the second BioShock Infinite Welcome Center Voxophone, next to the safe.
UNDESERVING; Zachary Hale Comstock; September the 9th, 1893
Next, follow the waypoint, and as soon as you cross the bridge, climb the stairs. You should see a poster right in front of you, and next to it, the second BioShock Infinite Welcome Center Kinetoscope (near the grocery store).
Beware the False Shepherd!
After you watch the video from the Kinetoscope next to the poster, use the staircase on your left (not the one indicated by your waypoint).
After the flower shop is a small garden, and in the garden is a table with an umbrella. On the table you can find the third BioShock Infinite Welcome Center Voxophone.
EVERYMAN, ALL AT ONCE; Zachary Hale Comstock; March the 29th, 1911
Go back, and walk around the building to meet a boy who gives you a telegram. As soon as you can control the character again, turn left to see the first BioShock Infinite Telescope near the benches.
Use the Telescope in order to collect it.
Moments later, climb the stairs to reach the fairs entrance (where the man is speaking to the public about the Vigors). Near the entrance is the third BioShock Infinite Kinetoscope (right side).
The Envy of All His Peers
After you use Possession on the ticket booth, walk past the policemen to find a strange shape-shifting statue on your right side. The fourth BioShock Infinite Voxophone in Welcome Center is on the bench at the base of the statue.
FOR I AM LONELY, TOO; Constance Field; August the 1st, 1902
The next chapter, named Raffle Square starts after you go through the archway behind the strange statue mentioned above.