
#8 belongs to Knitty Blog and features a collection of horrifying tools.

#15 belongs to Lines and Colors and features a scrapbook.

#34 belongs to VampireFreaks (registration required) and features a skeletal hand.

#39 belongs to Halloweentown and features bugs' wings.
You can see the rest of the boxes I've found to date here.
*Buy "Coraline: A Visual Companion" at Amazon.