Into the backs of unfortunate fools.

But also into the main menu as a sort of meta progression. You can switch you current knife by clicking on it in the main menu. Alternatively, you can pick them up again during a playthrough.

The first one is the most bothersome to find. It is located in the cistern, near the flooded room with drones and the falling bridge.
It blends a bit into the environment, so look under the gunner balcony near the skull.

This one is pretty easy to find, just fall down the third baths chamber and look near the campfire, it sticks out quite noticeably.

This one is easy to miss, since you get it at the very end and might not even be anywhere near it. Remember to watch your six!
At the very end, turn around and bail on Seabreather. Then before touching the bike, look at the nearby poles.