Most of the clown parts can be found at murder locations in the city itself. The murders are ritualistic references to each of antagonists from Baldur's Gate 2: Throne of Bhaal and were fun little discoveries while finding clown-chunks.
Being a compulsive explorer, I found all of the pieces through idle wandering - The tribute to Sendai was... uh... excessively impressive.
A genuine "What the hell have I happened upon?" and then you go downstairs into the basement and are just... aghast, astounded and maybe even a little disappointed that you missed out on whatever the hell happened there.
Why, exactly, clown-parts were left breadcrumbed as trophies isn't exactly clear, but the easter eggs were still fun for the BG2 veterans.
