In the northern-eastern part, right where the train tracks disappear into the sand towards the south, you'll find a trashed traincar. Inside the car is a briefcase.
As you drive on the road you may notice what's left of a small building in the western part of the region. On top of the building sits a briefcase - it should be visible from the road. The building is too tall to simply jump onto - so head up one of the taller sand dunes and sprint towards the building - you should be able to jump onto it this way.