Most Memory Vaults in Psychonauts 2 are not terribly difficult to find. They run away from you when you get close, but they are easier to find than some other collectibles in the game because of that movement. That being said, the Memory Vaults for Psi King’s Sensorium might have you scratching your head. Here is how to get the Memory Vaults in Psi King’s Sensorium in Psychonauts 2.
It is likely that you will run into both of the Memory Vaults for this level on your first playthrough, but unfortunately, you will need to return much later to get them. Both are locked inside a cage with no way to open the door. Instead, later on in the story, you will get a power called Mental Projection. This ability lets you enter areas that were formerly closed off to Raz.
After you have the Mental Projection ability, return to Psi King’s Sensorium by using the Brain Tumbler in Sasha’s Lab or Green Needle Gulch.
The first Vault is in Eye Shrine. Cross the first rainbow bridge and then cross the wooden bridge that is on the other side above you. There are a couple fans you will need to use Time Bubble on to pass. On the other side is the cage with the Memory Vault. Use Mental Projection to get to it.
The second Memory Vault is at Concessions. At the beginning, instead of jumping on the rope, take the path to the right to find it.