The Thread of Left Behind Hints

[BreakABone]

The Sewers:
A hole in the ground and a spike

Shadow Moses:
Numbers zero, zero and six written in spinal fluid.

Rainbow Road:
Naked dude with Jedi Deliriums.

Beaver Creek:
You find words written with broken twigs.
And a headset and belt buckle.

[thatmariolover]

Planet Zebes:
A short staff lodged in the ceiling.

[BreakABone]

"You enter Beaver Creek only to find the words enter written in twigs.

As you enter, you spot a headset and a repeated clip, "I'm battin' a thousand."