Tome #1 - Zone: Merchant District, Helmgart
Before you go down the elevator, go behind the house from the right. You will find a Tome.
Grimoire #1 - Zone: Under-Helmgart
When you arrive with the elevator at the bottom, go inside the destroyed house and jump over to the right and walk arround the building to find the Grim.
Grimoire #2 - Zone: The Skittergate
At one point following the mission path, you have to jump down in direction of the skittergate. Look to the top left and see a crane holding the box with the Grim. Shoot its rope and the box will drop down.
Tome #2 - Zone: Nagvik
After a bigger cave on the normal mission path, you have to jump down into a tunnel. Before you leave the tunnel, jump over a rock to the left and on to the ice floe. The Tome is waiting on it.
Tome #3 - Zone: Rotblood War Camp
Once you have defeated the boss in the camp, continue on the mission path and turn left. Jump through the barricade on the left side over some boxes. Jump down to the right and find the Tome inside a chest.