Make your way down the street until you're alerted to a robbery in progress. Kill the two ruffians stealing from the homeless men and check the crate behind them for an Infusion phial. Moving forward, locate the Graveyard Shift tavern next and go inside.
This is the best location to try and earn the Lost Weekend achievement by the way. In the basement of this tavern, you'll find a key on top of a barrel. This unlocks a chest in the Bull Yard Impound; make sure you pick it up. There is also a Voxophone on the table here.
Follow the objective arrow all the way to the beginning of The Bull Yard (the name will be displayed briefly when you arrive there for the first time), and snag a piece of Gear buried next to the broken vending machine. You will receive an objective update as soon as the impound is in sight. Use the sky-lines to travel between sections of the area until you get a clear shot on the defense turrets. Clear away as many hostiles on the ground as you can before getting on the sky-line.
Once the area is clear, you'll want to circle around the building directly across from one of the defense turrets (see right image above) to reach an empty homeless man's shelter, complete with bear trap and blood on the floor. There is a Voxophone to be found in this shelter.
Traverse along the sky-line, dismount on the section directly below the large green "Fink MFG" neon lights logo, then use the freight hooks to reach a balcony where a telescope is at.
That should be all for the collectibles in this chapter so board the sky-line again, and follow the objective arrow to the next section -- The Bull House Impound.