Kingdom Hearts: Birth by Sleep/Xehanort Reports

Reports written by Xehanort are scattered across all worlds, and must be collected in order to unlock the Final Episode (after all characters' stories are completed). Only one of each report can be found across all characters' stories; therefore, if you miss one, you must return to the world in that specific character's story. Take note that collecting them post-game also counts toward unlocking the Final Episode.