In the first building, jump down the well and swim underwater to a hallway. At the other end, a piece of wood sticks down from the ceiling. Jump up to headbutt it, and a teleporter opens.

In the cemetry, there is a pentagram roof. Some steps stick out of the wall, jump them one by one. Goodie on top.

To get the nice shiny Thunderbolt on the altar in front of the exit door, shoot the ugly face in the ceiling decoration. A step will come out of the lava.

In the room behind the silver door, there's a Quad damage on the walkway. You can use the antigrav belt to reach it. Or a rocket jump. Fair enough, i think most players do it this way.
But the proper way to get to it is to run into the dead-end corridor on the right. Headbutt the cage lamp, and a teleporter opens at the end wall.

When you have fetched the gold key, return to this altar. Follow the opening underwater bars to get to the last secret.