Hahaha. XD
There are Kafka drawings hidden in every level. Moira finds them with her flashlight. Finding them all unlocks a secret file for that chapter. There are six in Episode 3, for example.
Likewise with Natalia, she can spot insect larvae, which appear as red clouds. She then hits them with a brick to kill them. Kill all the larvae, get another secret file.
And then all characters can spot the tower medallions. Shoot all of them for yet another file.
There are also always a number of military boxes you open as Moira, and gimmick ("small hand") boxes you open as Natalia.
Lots of stuff to look for in each level. It's why each episode takes me a few hours. I'm thoroughly combing each wall with the flashlight, looking over each corner with Natalia, etc.
Also, you find a lot of ammo, weapons parts and treasure (worth BP) by playing as Moira and Natalia.
Hang on, I have gotten the boxes and found the hidden items through the light glints, but other than that I don't really have her on point. I just never knew about the Kafka paintings.