This guide will provide you with information and locations on a side-mission from Episode 3: Wintermute in the story mode - including end results/rewards.
Beware: this guide includes spoilers from chapters of Episode 3, main events and locations. I would recommend progressing the story first before reading through this guide.
Tall Tales Mission
Locals Tell of a Magic Pond
You will only be able to find this book after unlocking Joplin's 2nd Bunker (part of an another side mission) located not far off the Molly's Barn. Follow the map to the Magical pond to catch your legendary Big Bass. Don't forget a fishing tackle!
Locals Tell of a Ghostly Stag
Book location is at Draft Dodger's Cabin (in Survival mode), a lonely cabin under the hills with the crashed plane. Map marker will lead you to Three Strikes Farmstead field where you can hide in a snow shelter. Don't blink or you'll might miss it!
Locals Tell of a Sasquatch
Easy to miss - this particular book is in the bathroom of the Thompson's Community Hall on a cabinet shelf. The context leads to a nearby cave that will provide you with a nice warmth bonus. Only the real Sasquatch's hunter knows what this coat is really made of...
Locals Tell of a Hidden Glowing Cave
Book is located in a House (Rural Store in Survival mode) on an opposite side of the road from the Community Hall on a counter shelf. Leads to a cave by Misty Falls Picnic Area not far from the Plane crash site. Take a lantern and explore this cave, I would recommend going Adam when passing through the icy wall.