Below are lists of the items available in the challenges and where they are located:

There are two challenges you can get from Willow that are tracked via the game in your Pipboy.
They will be triggered when you pick up the first item.

The first challenge:

Willow Explorer Collectible Challenge



1. Mug with Colored Pencils in it - Nellis Schoolhouse; sitting on a bookshelf
2. Sunset Sarsaparilla Gnome - Prize Vault in the Sunset Sarsaparilla Headquarters; standing on a shelf
3. Sunset Sarsaparilla Mug - Edwards' house in Searchlight; sitting on the radio in living room
4. Lace Teddy Bear - Jeannie May's house in Novac; sitting on a chair in the living room
5. Tiny Teddy Bear - The 188; located with the Forecaster; lying on the bed
6. Magic 8-ball - Nelson; located in the Barracks without the legion guys in it; sitting on one of the tables
7. Perfume - Red Lucy's Room; over by the bed, between the terminal and the lamp
8. Red Toaster - In the Westside Coop
9. Giant Panda - V34 - sitting on the floor behind the Overseer in his office

10. Not included in official collectible challenge counting:
Miniature Buttercup - Only findable if the player has taken the Wild Wasteland Trait. She is located with the Aliens; sitting on a piece of wood. If you don't know where the Wild Wasteland aliens are go here to find out: http://fallout.gamepedia.com/Horowitz_farmstead


The second challenge:
Willow Teddy Collectible Challenge
1. A. Tom McTed; Powder Ganger Ranch House; Whittaker Farmstead; sitting next to the Ham Radio
2. Pvt. Bear; Big Horn Saloon in Boulder City; sitting on the bar
3. Bearly; Jacobstown Lodge; sitting next to the terminal in Doc Henry's office
4. Golf R. Bear; Camp Golf Resort Building; in lobby sitting on counter
5. Plush E. Bear; Nipton; sitting on the bed in the house facing the front door of the Nipton Trading Post
6. Cy Bear; RepConn Test Site; sitting on a shelf in the basement near where you talk to Chris Haversam and near the workbench
7. S.W. Bear; Papa Khan's Longhouse; sitting on the mantel