First Location, Lab “A”. Once you are in the area, go all the way at the end of the map where you will see Perk machine. Then, on the look on your left where there is a box. Teddy will be on the right edge top of the box.
Second Location, Lab “B”. This time, we need to open the lab. Once you are inside, go all the way up to the 3rd level straight near the exit door. Teddy will be on your left, sitting on table.
Third Location, Operating Room. In order to get in in this location. You need to temporary power on both Lab “A” and “B” (link on how to do that). Once your inside, go all the way down where you can craft KT-4. Teddy bear is just right beside that.
Note: You will hear a chime if you did it correctly. This can be done in any order and can be played once in every gameplay.