As far as I can tell these challenges don't unlock anything special unless I haven't found them all. They are however something to do if you've done all the pro and local challenges and still want a bit more. I actually found a few of the locals I'd missed while looking for all the pay phones so it may be worth trying to find them yourself but if you can't be arsed, read on.

Each of the sections below have different spawns but all the phones in each section are on that map.
All you have to do is run up to the payphone and hold A/X to activate the challenge like you would if you were talking to an NPC.

If you have RMS Toolsuite installed you will need to turn it off or you won't be able to interact with these missions. Thanks @AldoBawZ for pointing this out.

I'd also like to give a thanks to my good friend Eddy, AKA Cartoon Head, AKA MexicanMongoMan, AKA TheWhiteCraigCharles for tipping me off on the pay phone challenges.

I found 4 on this map.

There's this one by the basketball court in Brooklyn Banks.


This one is down the stairs from the skate shop and across the road.

This one is just across the road from the place with the marble ledges and the waterfalls.

This one is to the right of the last one. It's just down the street.

I only found one on the bridge. Its near the very end. If you spawn at Highline Bridge 1, go down the stairs, it's to the left on the opposite wall from the stairs you came down.

I found 2 on this map. Find the escalators around the corner from Veteran Plaza. Both phones are close to here.
One is just off to the right of the escalators.
The other one is just to the left of them by the road. They are very close.

This part only includes the main Philadelphia map as I don't think there are any challenge pay phones at FDR.

I recommend spawning at the Love Park Welcome Centre for this one because the phone is right next to the bus stop.
After completing the challenge for this phone you should get directed to another challenge where you have to answer another one of the pay phones after grinding a rail but it gives you a marker so it's easy to find. It's this one under the stairs by the skate shop.

Head to the play park and cross the street. At the top of the hill behind the wooden dining areas is this payphone.
Thanks to Mystic Biscuit for pointing out that I'd missed this one.

It's entirely possible that there's phones I've missed or phones I completed before putting this guide together and I forgot about them. If you find any that aren't listed here let me know and I'll add them in. Maybe there's more out there and we'll get to find out who it is that's calling...

Thanks for checking out the guide. Don't forget, cops push mongo.

Just a list of what's been changed or added for anyone who's following along.

04/10/22 - Added a picture for the Philly phone you get guided to and also added in a section for the San Francisco/Culture Centre area. There was a phone here that I forgot to add to the guide. Thanks to Mystic Biscuit for pointing it out :)

11/10/22 - Added a comment about the challenges not working when using RMS. Thanks @AldoBawZ :)