Gears of War: Judgment offers a variety of collectible items in the form of COG Tags. They're like dog tags, except they're shaped like gear cogs and perform the same thing, just about.
The so-called COG Tags can be found throughout the game's single player campaign, in each and every one of its missions. There's 48 of them to be found in total, and you'll have an easy time spotting them—they're on the bodies of fallen soldiers in each of these areas.
With a bit of exploring, you shouldn't have too much difficulty finding the items. But if you do, you can watch the video guide below, prepared by RecklessCon. It has the locations of each of the game's COG Tags in case you miss them the first time you run your way through the game.
You can also check out our other guides: Gears of War: Judgment Walkthrough | Gears of War: Judgment Secret Areas | Gears of War: Judgment Glitches Guide
The collectibles in the game will save to your account the instant you find them, so don't worry too much about completing the mission once you pick them up.