There are 10 Newspapers in Hotline Miami 2: Wrong Number. Finding all of them will earn you the "EXTRA! EXTRA! READ ALL ABOUT IT!" trophy (Get the big picture).
They are all hidden in the intros and outros of chapters (where there are no enemies). After finding a newspaper you can quit out to the title screen without having to beat the chapter. Your progress will be saved automatically.
None of the newspapers are missable. You can get all of them via chapter select after beating the game. Unfortunately, there is no tracker for the collectibles so you will have to keep track of them yourself.