Blazkowicz suffered a head injury when he escaped from Deathsheads castle so he was put in an asylum.
He wakes up at the perfect moment, because the Nazis are inside the asylum to get some patients and he has to protect the one that took care of him, Anya.
There are only a few Wolfenstein: The New Order collectibles in Chapter 2, but can be hard to find if you fail to stealth kill a commander, especially the Letter.
The mission also features the first Health or Armor upgrade, depending on who you chose to save in the previous chapter, Fergus or Wyatt.
You can find the location of the collectibles in the following guide.
Chapter 2 Mission Details
What year is it? Everythings hazy. Dont know why Im still alive, but I know its because of Anya. I need to get out of this place. Find a way to report back to OSA.
Enigma Codes: 1
Health Upgrade: 1
Wolfenstein: The New Order Chapter 2 Collectibles Guide
As soon as you can control the character exit the room and kill the first soldier. The Map is on the wall on the left side of the soldier (look for the specific glow).
On this floor you can access the attic to get the silencer upgrade for the handgun.
Enigma Code (Piece 1:8)
There are two staircases that can get you down to the ground floor, but to find the next collectible use the larger one that on the south side of the map.
Instead of going down, go up to get the Enigma Code thats on the stairs.
Letter (Izabelas Letter)
The next collectible is on the ground floor, but is tricky to get because is under the smaller staircase and the door that can be used to access this area opens from the other side.
Go around and climb the stairs halfway, just until the bend. Look carefully for a crack in the stairs and shoot the lock that is holding the door.
Now you can go back and get under the staircase to collect the Letter.
In order to get outside of the Asylum you have to hit a switch inside a room.
On the opposite wall theres a safe. Use the skill that Fergus taught you and open it to get the Health Upgrade.
Gold (Gold Hood Ornament)
Once you get in the courtyard kill all the enemies and then get to the car where the waypoint is (the convertible car).
Before leaving check underneath the front side of the car to find the Gold collectible.