There are a total of 35 dog tag collectibles in Aliens Colonial Marines. Finding all of them will earn you the "Remember the Fallen" trophy / achievement. They will also give you some nice bonus XP to level up faster. By holding down the select-button you can see how many collectibles you have found in the current mission. After finding a dog tag it will be saved automatically. You can quit the mission right away without losing your collectible progress. Once collected, these dog tags cannot be picked up again.