Firstly, your probably not going to get the Treasures on the very first run through the game since some require specific equipment to even fine much less get.

Secondly, you should always go back on previous missions since the devs may have added new unlockables with a recent update. (and its fun to mow through hordes of enemies that were previously difficult)

Tips-
Make use of the assists should you not want to go though the effort of doing a mission again. Personal faves include super speed, turn and invincible or even using the photo mode to scout out.

Some Treasures require certain actions such as destroying several buoy's to spawn in. There are also some that are timed events.

Make sure you have anti-sub weapons as some are hidden under water!

Nothing to see here!
Just wipe out the forces and you should get it

The enemy have taken the islands. Be careful of their shores!
On the largest island, there is a water passage way on the west side that leads towards a vault with the mission's Treasure inside. -Note- most Treasure will be in a vault like this

We lost the scouts here. Look for survivors and avenge them Captain!
Between the two islands are some derelicts. Destroying them should yield the Treasure for this mission

Whats that in the distance? Well what ever it is, its not sticking around.
A fast courier ship spawns at the far north of the map. Killing it grants the mission's Treasure

We had some reinforcements stationed somewhere nearby. Give them some back up. Hopefully its not too late.
On the far west of the map are some derelicts, behind them is the vault containing the mission's Treasure

There's something on the waters. Wait. Over there. Are those .....
Along the east side of the map are buoys, Destroy all three to be rewarded with this missions Treasure

Dubious! We should scout out the area before heading into that death trap!
On the far eastern island, a vault sits on the shore hiding the Treasure for this mission

That dam is too obvious, maybe their hiding a self destruct button somewhere.
The west most island out of the 3 little islands has a vault behind it with this mission's Treasure

Its quiet. Too quiet. Ready the Anti-Sub Weapons!
Underneath the first objective is a submersed vault with this mission's Treasure -Note- Some other missions use this and can only be seen with sonar / ASW equipped

That Ratatosk looks so good with its repairs
Behind you next to the docked Ratotosk should be a vault with the Treasure

So many subs! They must have an out post or something stationed out here. Best be on guard!
In the south middle of the map is a super secret underwater base. It hides the Treasure for the mission but be-warned! Its a Trap!

Look there! They left some ships behind! They must be guarding something.
On the east side of the map, just north of their main base. There are some ships that will stay idle, Behind them is a vault with the Treasure for this mission.

Whats that blinking light in the distance? Go investigate it Captain!
Central east should be a buoy, destroy it and any more that pop up and eventually a submerged vault should appear under the last one. It has the mission's Treasure

Captain, I think we should learn more about this Snowflake. It might prove useful.
Near opposite where you enter the SS.Snowflake is a corridor labelled 'Classified'. At the end is the vault with the mission's Treasure

By god! What are they?
South on the last wave, an enemy should drop it - WIP

Make sure you clear every nook and cranny! Don't want the convoy to be damaged.
From where you spawn, on the left side just past two 28inch cannons, are a few Gatling PT boats. Behind them is the submerged vault with the mission's Treasure

Surely there's an off switch for this thing?
In between the west island and the main land is a smaller island with the vault on top containing the Treasure for the mission

Is that a convoy?
After the huge ships spawn, a conga line of courier ships will emerge from the east. Destroying them yields a load of tech with the Treasure being one of them.

Captain! We found another buoy on the horizon!
At the entrance of the north most channel (the one you didn't spawn from) is another buoy. Destroy it and the others until another submerged vault spawns with the Treasure in it

Who left all this junk here? Who knows what it hides?
South of the spawn should be a group of buoys, destroying them will grant you this mission's Treasure

Would have thought that flying Dora cannon would have some subs or something?
Underneath where you spawn is a submerged vault with this mission's Treasure.

Aw crap! Captain! I'm afraid i lost my keys while fighting that super ship. You wouldn't mind searching for them would you?
In between the islands on the east side lurks a submerged vault with this mission's Treasure

A ramp? Full speed ahead!
Go over the ramp and the Treasure should be near by

What? Ghost ships? At least there aren't any ghost subs.
In the between the airbase's hides a submerged vault with this bonus mission's Treasure