If you wanna find and rescue all the civilians in Metal Gear Rising: Revengeance here's where you'll find them. Note the soliders around the civilians will shot them if they see you, so you need to be pretty stealthy and kill the bad guys as necessary. I'm sure you'll work it out...

Anyway, the locations:

Civilian 1

Civilian 1 is in R01 as you exit the first house. They are a little off to the right and downwards. Make sure you take out the guards quick!

Civilian 2

Civilian 2 is in R01 as well and you find him right after the helicopter attack. Use of an EMP grenade in this particular scenario is highly recommended.

Civilian 3

Civilian 3 is in R03. You will come across a rooftop scene and be required to jump to another building, this will start a scene with a civilian. Again, a EMP is good here!

Civilian 4

Civilian 4 is in R05. While making your way to the street you'll spot him with a Left Arm commander, a GARD and some other baddies. This is a tricky one...

PS: doing all this gets you the Humanitarian Assistance achievement.