A few points to keep you from banging your heads against the wall:
- List of all unique dolls* (http://www.xbox360achievements.org/forum/showthread.php?t=293749)
- List of all hi-jinks (http://www.xbox360achievements.org/forum/showthread.php?p=3982741#post3982741)
- You can't complete the Train station on your first or even your second visit, so don't waste your time trying! The only time you can actually finish the hi-jinks, puzzles, and dolls is after the blimp ride.
- The other three areas, however, can be completed on your first trip, though some hi-jinks and dolls don't become available until after you have completed the main mission for that area.
- If you're having trouble finding the unique dolls, try going back to puzzles after completing all possible combinations or after completing the zone's main mission. Some dolls that were previously unstackable parts of the puzzle become stackable.
- Should be obvious, but: any dolls that have a red circle around them when you hold the Stack button are unstackable.
- Another obvious point for finding unique dolls: find the 'watcher' dolls, different in each zone, that outline unique dolls in blue.
*Still a work in progress... check the rest of that thread for pointers that haven't made the top post.