So far I have only found the reference to the Big Empty from Elijah, a massive pre-war tech storage where holograms, the holorifle, the slave-collars, the hazmat suits worn by the Ghost People and many other things come from there; Elijah claims that is only the surface. I know that there is also a reference to Ulysess from Christine and God but does anyone know the other 3?

Things to Come!

The Big Empty
From - Father Elijah
Location - Sierra Madre Vault
How - Inquire into source of collars

I got all five. One you get from Christine in her conversation right before the Vault. Another one with Father Elijah. Three with Dog and Christine at the ending slides (depending on your ending)