Mission 02: Residential District
Jump on the rooftop, explore the small space on the left.
Mission 03: 2 Second Mining Area
From the point in the picture, jump to left and will spot some more Grim Grips lead you to upper area. The Blue Orb Fragment is found at the platform on the top. Video below.
Mission 03: 2 Second Mining Area
There's another platform opposite of current location in the picture. Dash, jump or do whatever is possible to fly over there. Destroy the planks and the orb is inside. NOTE: It's easier when you play as Dante late in the game. As readers request, here's a short video (below) shows you how to "fly" over there.
Mission 03: Grand Hall
Destroy the glass as the picture display.
Mission 06: Underground Laboratory
This is easily found because it shows during the cutscene.
Mission 06: Foris Falls
Stop the waterfall by using the switch, move upstairs and will spot this when you face out from the balcony
Mission 07: Ruined Valley
Activate the switch, follow the platforms which will lead to the Blue Orb Fragment. Jump x2 to take it.
Mission 08: Ancient Training Ground
Go until the tunnel, check out the ceiling.
Mission 08: Lost Woods
Head to left from the place in the picture; you will be sealed into . And the Blue Orb Fragment is on the tree, remember to take it before you leave.
Mission 09: The Gauntlet
Activate the elevator and use it to reach 2F, you can see the Blue Orb Fragment there, but it's blocked. Take another elevator to 3F, then dash out to the bottom direction down to where the fragment is. Video is available (below)
Mission 10: Experiment Disposal
Elevator area. Jump up to the second ring on top of the location shown in the picture..
Mission 17: / Business District/Terrace
On top of the restaurant cafe.