While the entire game world is open to you from the beginning of the game, Cole Phelps begins his career in LA's Central district. With that in mind, we'll start our search at the southeastern corner of the map, and gradually work our way northwest to Hollywood from there.
1. Notorious
At the eastern edge of the map, there's a nameless road that intersects with Olympic Blvd. Just north of that intersection, you'll find a dirt road that leads to this warehouse:
Drive inside the open loading doors to the south, and you'll see a little office on your right. The first reel is waiting on the floor.