There are a total of 122 collectibles (80 Lost Souls, 21 Keys, 21 Doors) in DmC: Devil May Cry. They are required to achieve 100% game completion. Finding all of them will earn you the "Keeps getting better and better" trophy or achievement. The keys are needed to open the doors and the doors will unlock new side missions. After finding a collectible it will immediately be saved and you can return to the main menu. There is no need to reach the next checkpoint. Some collectibles can only be reached by using certain abilities. Make sure to buy the "Leap" ability very early, it will come in handy.