How can I tell when I've missed a Voxophone?

Solution 1:

Your best bet is to use a collectible/Voxophone guide which contains the name for each Voxophone, I'd use this one from GameFAQs.

Now load up your most recent Infinite save and check your Voxophone list, check for the names of the one you already have and cross them off the list, then just go to specific chapters for the missing ones. Make sure pass an auto-save point before quitting back to the main menu.

Solution 2:

As an alternative to JohnoBoy's suggestion, the IGN BioShock Infinite wiki also has a handy list of all Voxophone locations including descriptions, a video and images of where they can be found:
http://www.ign.com/wikis/bioshock-infinite/Voxophones

Video of all Voxophone locations: