There are five optional Side Quests in BioShock Infinite - two locked chests and three code books. The areas (more like "chapters") below details what you need to accomplish.
COMSTOCK CENTER ROOFTOPS LOCKED CHEST Edit
You may notice the Lansdowne Residence (the house with the "Progressive" resident) has a locked chest in the bedroom. You need to find the key at the Fraternal Order of the Raven.
At the Fraternal Order of the Raven's main chapel, look for a phial of infusion the main altar, it is next to the key to the Lansdowne Residence chest.
Take the key back to the Lansdowne Residence (backtrack over the freight hooks) and open the locked chest for a second Infusion bottle.
HALL OF HEROES VOX CODE Edit
In the "Tickets" building of Soldier's Field (the one with the cannon monument inside), there is a Code Book in the cannon's muzzle. Take the code book across the street to the restaurant.
The Code Book (Hall of Heroes) is an optional task that lets you collect a voxophone and an infusion. There is a secret message scrawled in blood in the wrecked restaurant and bar (The Fellow Traveler). The code book is in the mouth of the cannon in the "Tickets" building. Once you have the code book, go back to the wall scrawl and interact with it. The switch to the secret room is the derby hat hanging on a hook.
PLAZA OF ZEAL VOX CODE Edit
There is Code Book in the Plaza of Zeal. The code room (not the book) is in a locked room (requires 1 lockpick) off the side of the Plaza of Zeal. The code book is inside the Good Time Club and requires Booker to continue the story before he can access it.
When you are at the Good Time Club, locate the book on some boxes near the furnace of the club's boiler room. The switch to the secret room is the clock on the right side of the wall. The items collected from it will be detailed in Plaza of Zeal (Return) since there's no other way to solve this code at the moment.
If you didn't get the code book before stepping through Elizabeth's planar rift, you may be out of luck. Try checking the furnace of the club's boiler room (it may not be there now). The switch to the secret room is the clock on the right side of the wall.
SHANTY TOWN LOCKED CHEST Edit
The key used to unlock a chest in the Bull Yard Impound will be in Graveyard Shift's basement.
The key used to unlock a chest in the Bull Yard Impound will be in Graveyard Shift's basement. If you didn't get it, you may still wander back outside and take a sky rail back to the Graveyard Shift bar.
PORT PROSPERITY / SALTY OYSTER SECRET ROOM
The Salty Oyster restaurant has a secret that is activated after you locate the Founder's Bookstore just after the Grand Central Depot. There is a pedestrian bridge cutting across the exit hallway past Grand Central Depot (but before the end-of-the-area turnstiles), patrolled by snipers. Kill the marksmen but proceed no further if you want to solve the secret of the Salty Oyster.
Just under the bridge is a doorway to the Founder's Bookstore. Head there and open the locked door (requires 1 lockpick). The bookstore's front counter has piece of gear, if you are not interested in anything else.
Once you have this particular voxophone from the bookstore's basement reading room, you can go back to the Salty Oyster Bar and open its secret room using the button under the cash register.
BANK OF THE PROPHET VOX CODE Edit
The Code Book puzzle in Downtown Emporia starts with Booker Locating a Hudson's clothing store past one of the hairpin locks (it's the gate that bars half the tunnel).
Grab the code book from the Hudson store basement (near the sink) and hang on to it until you enter the Bank of the Prophet. Alternately, you can look for the code book after visiting the Lutece Labs, but before entering the bank. Your choice.
The Code Book you found in Downtown Emporia will come into play near the bank vault. There's a room with bloody graffiti of "HOARDER" before you encounter the snipers in the bank vaults. Have Elizabeth do her deciphering; the switch is the typewriter.