Board Thread:Sly Cooper: Thieves in Time discussion/@comment-4389214-20130214022831/@comment-5876466-20130214024736

Both this user or this user have video guides for the first three episodes, but not the fourth or fifth. I would gather the clues for episode 3 first, since the item you get from that vault shows the locations of all clues on your map, and following your map is a lot faster than following a video.