There are a total of 141 collectibles in The Last of Us. 85 Artifacts, 30 Firefly Pendants, 12 Training Manuals, 14 Comic Books. Finding all of them will earn you five trophies and the Training Manuals improve some of your skills.
You can see your progress in chapter select after beating the game for the first time. All your collectible progress carries over to new playthroughs. You can also get missing collectibles through chapter select.