Assassin’s Creed Shadows has 38 Castle locations. They are big fortresses or castles that require you to defeat strong samurai and loot a legendary chest.
On the map they are indicated by white 
castle icons when going near them. They reward you with a large amount of XP (usually 3000+ XP), a legendary gear piece that scales to your level, and various other items. You will also find lots of materials and gear chests within the castles. Be careful not to cause an alarm as this will make you “Wanted” within the region and spawns powerful guardian enemies to hunt you down. If you have the “Wanted” status it will cool off when the season changes (every 90 minutes).
The samurai that you must kill will have a special samurai helmet icon over their heads. When you scroll over the castle icon on the map it will show a tracker how many of them you killed within the castle. It doesn’t matter if you do this with Naoe or Yasuke. You can hold L2/LT to scan for the samurai and mark them, they also drop gear and money. The legendary chest will get marked on the map, you can put a marker on it.
All of them are still obtainable after the story in free-roam, nothing is missable. Castles also often contain other quest items: 
Kamon Crests, 
Kano Paintings, 
Valuable Objects.
Izumi Settsu
Castle #1: Osaka Castle
Sub-Region: Osaka
Castle #2: Katano Castle
Sub-Region: Katano
Castle #3: Takatsuki Castle
Sub-Region: Takatsuki
Castle #4: Amagasaki Castle
Sub-Region: Amagasaki
Yamashiro
Castle #5: Yamazaki Castle
Sub-Region: Yamazaki
Castle #6: Shoryuji Castle
Sub-Region: Shoryuji
Castle #7: Nijo Palace
Sub-Region: Kyoto
Castle #8: Hanazono Castle
Sub-Region: Genbu Highlands
Omi
Castle #9: Azuchi Castle
Sub-Region: Azuchi
Castle #10: Kashiwabara Fortress
Sub-Region: Ibu Highlands
Castle #11: Nagahama Castle
Sub-Region: Nagahama
Castle #12: Ominzo Castle
Sub-Region: Ado River Valley
Castle #13: Sakamoto Castle
Sub-Region: Sakamoto
Iga
Castle #14: Mibuno Castle
Sub-Region: Mibuno Vale
Castle #15: Kunimiyama Fort
Sub-Region: Mibuno Vale
Castle #16: Hijiyama Fort
Sub-Region: Hijiyama
Castle #17: Kashiwara Fort
Sub-Region: Nabari Wilds
Harima
Castle #18: Hiraiyama Fort
Sub-Region: The Warfields
Castle #19: Miki Castle
Sub-Region: Miki
Castle #20: Miyanoue Fort
Sub-Region: Miki
Castle #21: Takagi Otsuka Fort
Sub-Region: Kanki Burned Fields
Castle #22: Kanki Castle
Sub-Region: Kanki Burned Fields
Castle #23: Himeji Castle
Sub-Region: Himeji
Castle #24: Inariyama Garrison
Sub-Region: Mount Kasagata
Yamato
Castle #25: Koriyama Castle
Sub-Region: Koriyama
Castle #26: Uda Matsuyama Castle
Sub-Region: Uda Matsuyama
Wakasa
Castle #27: Nochiseyama Castle
Sub-Region: Obama
Castle #28: Tsuruga Castle
Sub-Region: Sotomo Gate
Castle #29: Kanegasaki Castle
Sub-Region: Sotomo Gate
Castle #30: Genbao Fort
Sub-Region: Mount Uchinakao
Kii
Castle #31: Tsuchibashi Fort
Sub-Region: Wakanoura Bay
Castle #32: Saika Castle
Sub-Region: Saika
Castle #33: Akagi Fort
Sub-Region: Iseji Trails
Tamba
Castle #34: Takeda Castle
Sub-Region: Takeda
Castle #35: Fukuchiyama Castle
Sub-Region: Fukuchiyama
Castle #36: Miyazu Castle
Sub-Region: Miyazu Bay
Castle #37: Yakami Fort
Sub-Region: Yakami
Castle #38: Kameyama Castle
Sub-Region: Kameyama
For all other collectibles check out the Assassin’s Creed Shadows Collectible Guide.
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