The first map you pick up in the orphanage is right past the entrance where the nun let you in. As soon as you exit that first room, the map is ahead of you and a bit to the left. All the orphanage maps will be in the main hall area, if I remember correctly, so whenever you're moving around the big gaping hole in the floor, keep an eye on the outer wall for maps to pick up. The first time I played through, I missed one because I was in a hurry.
Screamers were climbing out of the chasm to chase me and I was all FUCK THIS I'M A-RUNNIN'!