Memories:
Beat the game once. The next time through, there will be a newspaper stand near the Texxon Gas Station. Inside is the Book of lost memories.
Get The UFO:
Beat the game one time through. Start a new game and there should be a blue gem in the bathroom. Grab it to use it and get the UFO ending. Use the gem in the evil hospital garden, the dock(before you get on the boat), and room 312 before the video scene. After using it in room 312, the UFO ending will begin.
Photo Finish:
In the Ble Creek Apartments, after you meet Angela in the room when she gives you the knife, there is a photo on the floor.