There are 50 Health Shrines all over Hong Kong. These are a red statue and it has a glowing shine to them. So they are kind of hard to miss. Also collecting an X amount of shrines will increase your max health.
NOTE: Sorta in the beginning of the game, you will get a mission to help a girl named Amanda. You will give her a tour around Hong Kong. After showing her around and taking her to her destination, she will give you her phone number. You can then call Amanda and take her out on date. At the end of the date Amanda will reward you by displaying all Health Shrines located throughout Hong Kong on your map. To view them on your map, press and it will show all collectibles. Collectibles in white have already been collected, collectibles in grey have not been collected.
Here is a great video location guide of all Health Shrines by Predni.