Spread throughout the game there are 37 "Intelligence Documents" that you can pick up, many times in little out of the way places where you have to go looking for them.  They are not required to complete the game, but finding them provides you with background information about the story, helpful hints about locations and sometimes tricks to help you beat certain enemies.  You can also earn a total of three different Skill Points for finding all of them.

Their precise locations are pointed out in the walkthrough and highlighted to help you quickly identify them.  By going into your pause menu, choosing "Documents" and then "Intelligence" you can see which ones you have found in each location.  Since I have numbered them in the walkthrough, I will list them here with their location as well as the title of the document so you can more easily figure out which ones you may have missed.

York-

#1 - Guidelines
#2 - Infection
#3 - Regeneration
#4 - Isolationism
#5 - Landing

Grimsby-

#6 - Conversion
#7 - Captured
#8 - York Set Up

Manchester-

#9 - Of Howlers
#10 - Crawlers
#11 - Stalker Hunt

Nottingham-

#12 - Harbinger
#13 - Tunnels
#14 - Regarding Cloven

Cheshire-

#15 - Invasion
#16 - Specimen Tank
#17 - Post Mortem
#18 - Autopsy

Somerset-

#19 - Field Guide 1
#20 - Spires
#21 - Field Guide 2
#22 - Tower Notes

Bristol-

#23 - Crates
#24 - Preparations
#25 - Broadcast Guide

Bracknell-

#26 - Conduits
#27 - Surrounded
#28 - Stranger

London-

#29 - Weather
#30 - Drowned
#31 - Goliath

Thames-

#32 - Construction
#33 - Demolitions
#34 - Loved Ones

Tower-

#35 - Power Source
#36 - Observations
#37 - Angels