After you get the quest from Tannis you need to head for the Wildlife Exploitation Preserve. There you will need to find 4 notes that are scattered throughout the whole of the area. You need to go on through it all and collect all 4 of them.
Head on through the preserve to the first area with Skags. Climb on up the pipe out of the skag pit and into the observation tower. Turn to the left inside to find the first of the Slag Experimentation Notes
Head into the area that Bloodwing was held in. Go into the room on the right that has the marker on it. Open the second box from the left and claim the recording inside.
Go across the open fields and to the Experimentation Greeter. Hop behind the counter and hit the button directly behind the Greeter. There you will find 2 guns and safe. Open the Safe to next the next set of Slag Experimentation Notes
Head into the Hyperion Building and make your way to the back part of the room. Go on up the stairs and down the corridor in the Southern part of the building. On the upper floor, after the corridor, you will see a massive container. Open it up to release a number of Stalkers. Defeat them all to get at the final recording of the series. It is in the far cage of the container, closest to the bay doors.