If memory serves...
WARNING: TOTAL GAME SPOILERS!!
Rubiayat: In one of the boiler rooms' bunker boxes. I forget which. Talk to Max and meet Zeitel and Willie, then take Zeitel's pipe to Trask, who will tell you to take it to the Turkish Bath. When you get there, turn on the faucet and leave it on while looking at the mirror. When you get to the boiler room, talk to Vlad, then go down to the correct coal bunker and put the Rubiayat in any other switch box. DO NOT take it now; Vlad will kill you! Go get his package from Sasha and give it to him; Vlad will leave and you can take the Rubiayat. Take it to Penny, then give it to the Purser.
The Painting: It's in the cargo hold. Keep doing favors for the Purser (send Thayer's telegram; while he's gone look at the manifest. Leave and ask to get in the cargo hold, offer to and find Mr. Strauss' cufflink in a chair in the reception room) until he leaves for the second time, when you can take the keys to Carter's Renualt. If the painting's missing, don't worry; Jack will trade it for his sister's baby while the Titanic is sinking.
I also do a bit of loyality: Talk to Zeitel when you get the painting as the ship is sinking, and save Georgia by trading it with the antidote. Then win the pass from Riviera (save before trying to win it!), and give it to Zeitel. (If you see an animation feature water flooding a boiler room, Zeitel's on the aft Boat Deck; approach him by going around via the starboard side, you'll see why later.)
Necklace: Georgia's necklace? To quote Charles, it's a fake. Talk to him in the smoking room after having a run-in with him in the Lambath's cabin, and he'll tell you Sasha has it. Go to A-14 and talk to the crewman; when he leaves, switch off the power. Wait until Sasha leaves, and then turn the power back on and go inside. Solve the Russian doll puzzle (the inner numbers add up to the numbers on the outside), and take the real necklace. Put the fake in the doll; Sasha will catch you and kill you if you don't!
Notebook: If you saw the alternate ending, I assume you know it's in the dummy funnel and how to get there. After the Titanic hits the berg, you have two options: Gas Zeitel with the pen (you DID see Penny after finding out about Willie, right?) or give him the notebook. Giving him the notebook will take you to a bomb in Cabin C-59, while gassing Zeitel means you meet Vlad and a large monkey wrench. If the latter, get Claris' shawl (she's in the lounge) as the ship sinks, then go to the turbine room and trade the shawl for the notebook.
Then get the hell off the ship!! The way I usually do it is this: Don't walk on the aft port Boat Deck until you have everything. When you do, go there; between the aft funnels, the Gorse-Joneses will appear and invite you to a seat in Lifeboat 10. I urge you to take it. ;-)
Or, if you saw an animation of a rocket being fired, wait until you see one of the the Titanic's propellers rising out of the water. Morrow will offer you a space in the last boat (just don't yell at him about needing to get off the ship!)
Hope all this helps!
