Here I found this on GameFAQs hope it helps
Orange Scrolls Locations
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1) STAGE 1, AREA 3: Near the halfway point of the stage there is a
crate hidden on top of a group of large cargo containers.
2) STAGE 1, AREA 4: On the ninth rooftop there is a wall that runs
along the right side. Follow the wall and when it gets close to meeting
up with the tenth rooftop it will turn into a corner and cast a dark
black shadow onto the ground. Walk into the shadow and attack into the
corner to break the crate and get the scroll.
3) STAGE 2, AREA 5: When you reach the area with the three car crushers
that push you into the molten steel, instead of jumping past the car
crushers stand as close to the edge as possible along the right wall
and you will see a crate. Double-jump over the molten steel and use
your "Eat Feet" jump attack to helicopter over onto the crate. Break
the crate to find an orange scroll and then double-jump and helicopter
out to the other side.
4) STAGE 3, AREA 1: Right at the end of the area, there are two wooden
boxes stacked one on top of the other that says "World Transport" on
them. Jump on top of the boxes and then jump onto the blue roof over
the truck-loading zone. Head to the right to find a crate hidden on the
right side of the roof.
5) STAGE 3, AREA 5: Not far from the beginning is a scroll for
Michelangelo. Head down from the start and take the right and the crate
will be on the bottom edge of the building behind a cement block. The
crate is trying to hide behind the cement block, but its failing pretty
miserably. Break it open and nab the scroll.
6) STAGE 4, AREA 1: After coming up the ramp to get to the second
floor, follow the fence and there will be a crate near the left wall.
7) STAGE 4, AREA 2: After coming down the stairs from the elevated
walkway, take a left and follow the wall. There will be a security
laser you have to jump over, and then the wall will turn upwards.
Follow the wall and in the corner is a crate with an orange scroll.
STAGE 4, AREA 3: When you enter the room that you fight the Mystic
Wind Ninja in; head to the left. The crate containing the scroll is on
the left side of the pillar right next to the door you entered through.
9) STAGE 4, AREA 4: Inside the first water fountain (the one with the
four orange spots in it). The crate is on the right side of the
circular waterspout in the water.
10) STAGE 5, AREA 2: A crate containing an orange scroll is hidden
behind the second stone pillar on the left canyon wall in the section
with the very high grass near the end of the area.
11) STAGE 5, AREA 3: From the beginning of the area, follow the left
wall and you will come to a large opening in the wall with a crate
inside of it. DO NOT BREAK THE CRATE!!! You need to jump on top of the
crate you can see, and jump into the air and use your jump attack to
break a hidden crate floating high above the ground to get the orange
Makimono Scroll hidden in it.
12) STAGE 6, AREA 2: There is a crate on the right side of the pagoda
shrine on the raised platform in the middle of the koi pond.
13) STAGE 6, AREA 3: At the end of the hallway, before entering the
laboratory, there is a pile of boxes against the back wall. Jump over
the boxes to the floor on the other side and attack behind the boxes
against the right wall to break a hidden crate and nab an orange
scroll.
14) STAGE 6, AREA 5: In a crate on the right side of the dynamic test
area where you battle the Elite Foot Ninja with the dual swords.
15) STAGE 6, AREA 6: In the seventh trapped room with the two swinging
guillotines and the bamboo spikes on both the left and right sides of
the room, use your jump attack to break a crate hidden in the lower-
right corner in the air.