The film reels are ridiculous. I found two or three, and one of those was right outside a house you had to visit in a mission. They felt completely tacked on.
Annoyingly, the last mission (at least I think it was the last mission) has two newspapers to be found - unlike any other mission in the game - and one of them is really easy to miss, since you don't need to visit the area it's in.
But the game keeps track of which newspapers you've found on the mission select screen, so you shouldn't need a guide to find the one you missed.