Since he didnt find the Shock Jockey in The Hall of Heroes, DeWitt knows that it was stolen by Cornelius Slate.
Because of this, he must defeat him and his soldiers to acquire the new Vigor that can help him later in his mission.
The following BioShock Infinite collectables guide reveals the locations of all collectibles in the eleventh chapter through a series of hints and tips.
As you enter the building, the first BioShock Infinite Hall of Heroes Gift Shop Kinetoscope is near the entrance to the next area, on the right side (next to the vending machine).
Behold the Miracle Child! A Prophecy Is Fulfilled!
The second BioShock Infinite Kinetoscope in Hall of Heroes Gift Shop is in the same spot as the collectible mentioned above, but on the left side of the entrance.
The Lamb Is the Future of the City
After you get the second BioShock Kinetoscope, head inside the gift shop.
The third BioShock Infinite Hall of Heroes Gift Shop Kinetoscope is standing right in front of you, next to the circular counter in the center of the hall. It isn’t a bad idea to deal with the motorized patriot before collecting the Kinetoscope.
A City Mourns
Go through the locked door only to find out that the Shock Jockey isnt there. Then head back outside and defeat the enemies sent by Slate.
When the fight is over, go inside the newly opened area thats on your left side as youre looking at the writing on the wall (this is the area where the last enemies are spawned). The BioShock Infinite Hall of Heroes Gift Shop Voxophone is on top of the desk.
A SOLDIERS DEATH; Capt. Cornelius Slate; July the 6th, 1912
Next, follow the path to find Slate and retrieve the Shock Jockey from him.
Now you must go all the way back to the Hall of Heroes entrance to start the next chapter (you have to use your new Vigor on the power conduit in order to open the gate).