It should be noted that at least for Eavesdropper, before you start your new game you can look into your logs and you can see all the Voxiphones you picked up for that run. Then you can look up on a FAQ and identify the ones you missed (at least with respect to that run).
There isn't any sort of log for the Telescopes & Kinetoscopes, but at least there are only 37 of those. I may be wrong, but there is one particular telescope that I thought I had in my first run, but didn't get credit until my third "just finish collectables" run.
It was the one on the "Factory" stage where you first fight the Vox Populi when Fitzroy turns on you and sends her guys, including a handyman. The telescope is near where you can tear in a Tesla Coil. I think before I looked at it before I triggered the fight but you may only get credit if you use it AFTER the fight because it seems to be pointing at a building that ends up either burning or at least covered in red Vox Populi banners.