I'll try to put this in as easy of terms as I possibly can, probably in some order of sorts, so it's an easy path to follow. Keep in mind, like I said that some of these are is some cheap spots, so I'll save the ones that are a little tougher to find, as well as the trader ones, for the end.
1) As soon as you start, turn to your left and you'll see two tunnels, in the right one is a train, on said train, is a clown, said clown is what we're after, shoot said clown.
2) Now that you know what we're looking for, turn to your right and you'll see a red and yellow canopy, if you go under it and turn right you'll see the little ♥♥♥♥ sitting on the last of the support struts further down.
3) From there head to your left and down the stairs, at the bottom of the stairs, turn right, down that alley and up to the fence, the doll is on the canopy over the door.
4) Turn around and head back out into that plaza, if you look at the building straight across from the stairs there's a rounded piece with a doll sitting on it's highest windowsill.
5) Now turn left and head down the next set of stairs, directly to your right is a set of glowing orange windows on a building with a spinning turbine on top, in one of those windows is the next doll.
6) Continue along that path past the kiosk and look straight, on the second floor balcony sits the next doll.
7) If you head straight forward into that wall where the zeds come from and look at the corner to your right, the doll is peeking over the edge of the planter with the tree in it.
8) Now head into the park, directly in front of you on the fountain sits the next doll.
9) Once you head down the steps loot directly to your right, along that half-wall is a trash can, in the can is the doll.
10) Now head past the fountain and under the sign that says "Entrance", take a right at the bottom of the stairs into the eating area (PROTIP: it has tables with umbrellas sticking out of them) head all the way to the edge, and look out at the wooden walkway, near the first light post the doll is sitting on one of the walkways support beams.
11) Now turn to your left and look at the bulilding, you should see the doll sitting on the table against the wall around the side of the building.
12) Continue down the way you're looking, past the boards that lead on top of the concession stand and all the way to the iron bars blocking the hole in the path, look to your left and the doll is sitting on the part that juts out.
13) Now turn around and take the path underneath the boards I mentioned earlier. Once you're back out on the main drag, there should be a booth in front of you that says "Pop the Clot". Chuck a grenade in there for the next doll
14) Head down to your right until you come across a stand in the middle of the path, underneath the bench adjacent to it is the next doll.
15) Go around the other side of the stand to the fortune-teller booth and shoot the doll inside it.
16) Next go down the stairs to the walkway on the left side of the booth (if you're facing the stand from where that last doll was, there's a covered walkway, can't miss it.) Directly at the bottom of those stairs is a seating area and a light post, on the top of the post is the next doll.
17) Now turn left and follow the path down around the back of the ferris wheel. Once you pass the first stack of boxes, but before the second stack, look to your right at the closest rock formation, on the formation sits the next doll.
18) Go all the way past the boxes until you'r earound the back of the ferris wheel, along the right side of the walkway is a larger stack of boxes only stacked two high, with a light post behind it, go to the end of it, look at the light post base, then further to the right, around the stack and the doll is sitting on the ground.
19) Turn around and head towards the opposite side, as you pass the open middle, chuck a grenade to your left, at the trader door, one of them is hiding in there on the left side.
20) Contine around to the other side of the ferris wheel, along the path on the other side that heads back around front, and out towards the seating area (MOAR PROTIP: The map is pretty much mirrored.) On the side of the seating area closest to you is a garbage can, and on the ground in fron of it, is the doll.
21) If you're looking directly at that garbage can turn around, in that open stand is the next doll.
22) Continue down that path until you see the Amazing Mechanical Man (#SUPER #YOLO #SWAG #AWESOME #PROTIP #3000 #IMDABEST: Throw money in the "Tips" box) to the right of his stand is the next doll.
23) Turn left until you see a ramp heading up to the roof of the stands, underneath that ramp sits doll 22.
24) Turn around, on the rightmost bench is a body, shoot it in the head, the head is the doll.
25) Go around the side of that stall up the stairs to the left of the Amazing Mechanical Man and the next doll is diectly in front of you on the Spanner Toss.
26) Turn to your left and you'll see the Strongman Test, on the top of the highest of the three sits the doll.
27) Turn around and head up the ramp behind you, once you get to the top turn to your left and head towards that trash can, behind it on a bench is the next doll.
28) Now if you turn around you should see a giant telescope, behind that sign in front of it that says "The Observatorium" the doll is sitting looking into the telescope.
29) From that bench, turn to your left until you see the giant glowing sign that says "Exit". Head towards it until you get to the end of the second of the two stall on your left. On your right there's a sign above a trader door that says "Emerald Edibles", also, a doll.
30) Now turn around and throw a grenade at that horrifying vending machine before it steals your change. If for some reason you miss it, go look in the spot where the cans come out.
31) From where you're standing (Or if you had to actually go look at the clown in the vending machine, where you WHERE standing) and still facing the machine, there's a set of stairs just in your view on the left, go to them, and just underneath is the next doll.
32) Head up those stairs into the covered eating area. Those tables look familiar? They should.
In the far corner to your left the doll is in the chair, probably plotting your destruction.
33) Next, head through the eating area and out to your right, not through the big opening that leads out onto some crates, out the area most people would go. Out there you should see part of a broken wall, when you walk up to it, you should see a garbage can along the wall up on that level, chuck a grenade at it for doll 31
34) Remember that path I told you not to take on the last doll? Now you take it. Outside, follow the path until you go down a ramp and look left, then more left, until you see the building with the sign that reads "Lockheart's Steamland". Once you're done admiring that fine-♥♥♥ sign, look down, you should see the doll sitting next to one of the pillars holding the building up.
35) Head around the walkway and hop down next to the Happy-Snail-Go-Round, then head toward the Ferris Wheel on your right, head up the ramp leading to it and look to your right at the trader door with that rather glorious mustache above it. On the left curl is the doll (DON'T SHOOT THE MUSTACHE! IT'S BAD LUCK!)