This guide is updated by NeuroSephiroth and maintained by Vgr. Original thread here.
Part 4 - Sector 5 and Wall Market
Part 5 - Train Graveyard and Top of the Pillar
Part 6 - The Shinra Building Extravaganza!
Part 7 - The Glorious World Map
Part 9 - The Oasis in the Desert
Part 1 - Reactor 1 Hidden Items
Part 2 - Sectors 8 and 7 Hidden Items
Part 3 - Reactor 5 Hidden Items
Part 4 - Sector 5 and Wall Market Hidden Items