On this page of the game guide to Borderlands 2 you will find a detailed description of the side mission titled In Memoriam. You can start this quest in the Sanctuary location after completing the main mission named A Dam Fine Rescue.
Three Horns Divide - northern part
2) Boll's camp
3) ECHO Recorder 1
4) ECHO Recorder 2
Three Horns Divide - southern part
5) ECHO Recorder 3
After speaking with Lilith  inside Roland's hideout and accepting the mission, head to Three Horns Divide by using Fast Travel. Now approach Boll's camp  and kill him. By his corpse you will find an ECHO Recorder. Pick it up.
After listening to the message, you will have to find three more recordings. Head to the first Bandit camp . Before the entrance, on the right side, shoot down the anchor shown in the above screenshot by shooting the marked point. After it falls to the ground, pick up the attached ECHO Recorder.
Now head to spot marked as  on the map and turn the valve from the screenshot. The ECHO Recorder will be thrown to the ground beside you.
Another ECHO Recorder can be found in the southern part of the map . After you get below the pipes, you should see a container shown in the screenshot. Climb onto it, jump forwards and climb onto another container.
Turn right and jump onto the above ladder.
Once you're above, turn right and on the pillar you will find an ECHO Recorder. Now you can return to Lilith in Sanctuary  to end the mission.