Most of them are little crevaces and stuff left by the level developers to add realisim. :P However I'm sure there's 2 or 3 that contain stuff, and I definately know that there are a couple of caves in the Mongo River that contain a few goodies.
You could try
checking Game FAQs and read one or two of the FAQs there.
Dunno if it'll help you or not, though.
EDIT:
Oh, and welcome to OWF.