When you have all the clues at a particular location, there will be a distinct change in the music for a moment. Also, when you are completely done with a location (all clues, questioned everybody, gotten any newspapers) it will be crossed out in your notebook in the locations section. Also, at the end of the case, the summary will say how many clues you found (17/20 or 5/5, something like that). For more info or help finding all the clues, use these guides: http://www.sleeandtopher.com/gaming/guides/la-noire-case-guides/
