Unfortunately, there's no easy way to find out which one you missed. Your options in a case like this are generally to search every location again, or start a new save where all the collectables are ripe for the taking again.
I have a personal strategy that gets me through these collection type trophies (and achievements for 360 games) every time. First, for this game, I would recommend using the interactive map found here:
Prototype - Interactive Map as you can click each location to see a picture of the collectable, including the radar in the corner which helps for making sure you're in the right place. It also has a feature for marking off the ones you find, but I do not use that as I find it's too limiting for my purposes. So what I have done is created my own image of the map with the marks on it that I can play with in an image editor which I will share with everyone below if they want to use my method.
What I do with the map is keep track of locations I have been to with two different colors. If I go to a location and find the collectable, I mark the location in green on my map to confirm that I now have that one. But if I go to a location and don't find anything, I will mark that location in red. This tells me when I look back later that I went there and didn't find anything. It's possible that I already collected that while going through the story, or that I wasn't looking in the right location and still need to collect that item. I also find it important to only save changes to my map when I save my game. This way if the game freezes or something else happens to lose my progress, I can close the map image without saving and re-open it to have a map that still matches my progress on my save file. Now, if I get done searching all of the locations and am still missing a few collectables, as long as I made sure to stick to my three rules above (items I know I found are in green, items I didn't find are in red, and I only saved the map when I saved the game), I only have to go back over the locations I marked in red to find the missing collectables.
This should work flawlessly every time as long as the three rules are followed at all times. It has already worked for me towards getting the Hint and Landmark Collectables in this game as well. So now that I'm done describing this method, below you will find copies of the maps. I have blacked out the smaller version of Times Square in both maps, and have a zoomed in view at the bottom. However, when I did Hint Collectables, some of the locations on my zoomed in Times Square section didn't match up with where the actual location, so pay extra attention to the radar in the screenshot when looking in that location.
For those interested, here is what my Landmark map looked like once I had collected them all:
http://www.ps3trophies.org/images/gu...ndmarkdone.jpg
LINKS:
Prototype - Interactive Map
http://www.ps3trophies.org/images/gu...llectables.png
http://www.ps3trophies.org/images/gu...llectables.jpg
Also, one of those Landmarks in Times Square... Whoever at MSXbox World did that map, they have one mark on the wrong building! So make sure you pay very close attention to the mini-map on the screenshot when you're going for these.
EDIT: I remembered which one it was. The one I circled in red is placed in the wrong spot on their (and thus mine as well, as I made mine from theirs) map. It should be placed on the next block up. So be aware of this when you go for that. Again, the minimap in the screenshots they provide is an invaluable tool!
http://www.ps3trophies.org/images/gu...nglocation.png