There are 17 audio dairies to collect in this DLC. They're not terribly hard to find. Where you might have trouble are the diaries behind doors that require lock picks to open. If you don't find enough lockpicks, you'll have to backtrack later.
If you're the type to explore every nook and cranny, this shouldn't be too hard for you. Below is a complete list of
audio log locations, along with locations of
lock picks that you'll need for a handful of diaries.
Don't worry too much about missing a couple. The DLC is fairly short, and you can reload previous chapters to claim any you've missed. You can check which ones you've already collected by hitting and cycling to audio logs.
Be sure to
take note of which ones you already have before reloading! When reloading chapters, any audio logs collected after that chapter reappear in the game and don't appear in your audio log history. You are still able to unlock the achievement by collecting only the ones you've missed.
Chapter: Market Street1 - Doing Well By Doing Good: Look for room 907 on the right after spotting the big daddy. It's behind the counter.
2 - Observation #33: Play until you reach Cohen's. From there, go up the stairs to the left. Look for the Maison Vosges shop right side when you reach the top. Find the diary in a dressing room near the back.
3 - The Goddamn People: Head back to Cohen's. From there, look right and go through the door next to The Golden Rule shop. Enter The Watched Clock diner ahead. The diary is next to the waffle iron in the kitchen.
4 - Offer of Employment: Exit the diner and go through the door on the left. You'll see a room labeled Maitenece with a code locked door. Enter 2076 to gain access to the room and the diary.
Chapter: The Pavilion - First Floor5 - Left Behind: After lockpicking a door on your way to the ice rink, head up the stairs on the left. At the top you'll see a wide vent with red light coming out. Crawl inside, kill the splicer, and claim the diary.
Lock Pick #1: You'll find this right next to the 'Left Behind' diary in the same room.
Lock Pick #2: Get out of the vent. Spot the turret in the dressing rooms to the left. On the table next to the turret is a lock pick.
6 - The Old Bear: This requires 1 lock pick. Head back down the stairs from the vent to The Daily Bread shop. Have Elizabeth pick the lock. Go inside and find the next diary behind the bar.
Lock Pick #3: From the bar, head downstairs to find some splicers fixing a turret. Dispatch them all and find a lock pick in the tool box next to the turret.
7 - Critics: After clearing the gap using your skyhook, go up the stairs and enter the Haberdashery shop. It's in the changing room on the right near the turret.
Lock Pick #4: After reaching the pavillion, past the broken elevator, run through the area labelled Ladieswear. Up the stairs on the left, there is a counter with a lockpick on it.
8 - Message in a Bottle: This requires 3 lock picks. Go back down the stairs after picking up lock pick #4 and go inside the Jewelry shop. After killing the enemies, you'll can find the door at the back.
Lock Pick #5: Immediately after picking up the previous diary, turn around and pick up the lock pick on the table.
Lock Pick #6: Exit the Jewelry store. Run up the stairs on the right and find the Shoes shop. Pick up the lock pick from the corpse.
9 - Insufficient Postage: You'll find a coded door right next to the lock pick and corpse. Enter 0928. Inside you'll find Lock Pick #7 and this audio diary after killing the turret and splicer.
10 - False Advertising: Inside Fontaine's Plasmids where you get the Shock Jockey plasmid, there's a safe on the floor that requires 3 lock picks. You'll find this diary inside.
11 - A Gift From Fontaine: Head towards Jack Frost's Village. Jack Frost's Souveniers shop will be right behind the door. Use Shock Jockey on the broken door control to gain access and get the diary. There is a safe in here requiring 1 lock pick, but there is only money and alcohol inside. Better to save your lock pick for later.
Lock Pick #8: From the last diary, proceed forwards and find the the Ice Skate Rental shop. A lock pick is in one of the rooms near the back.
12 - Ghost in the Machine: When you get back to to the first floor after obtaining the Old Man Winter plasmid, instead of proceeding down the main path to the piano, enter the Pret-A-Porter shop first. Freeze the water to get across. Kill all the enemies and you'll find a diary in a dressing room on the right.
Lock Pick #9: Before entering the bathysphere, find the lock pick hidden behind a bench with a bag next to it.
Chapter: HousewaresLock Pick #10: Find a lock pick to the left of the entrance to the Electronics area. You should have enough lock picks to get all the audio logs by now. There is a another safe later on that just has money inside that you may want to avoid.
13 - Oven of the Future: In the middle of electronics is an elevator partly sunken into the ground. Find the diary inside.
14 - The Kiss: This diary is inside The Bistro restaurant. You have to go here as part of the main quest, so it can't be
missed. It will be in the kitchen area near the vent.
15 - Observation #17: This diary is in the Customer Service room next to the vent.
16 - A Little Help: Exit customer service and look for the Bridal shop to the left. Try not to make too much noise. If the splicer inside detects you, you'll enter combat mode and you'll be unable to pick the lock. This requires 1 lock pick. Kill the splicer and find the diary behind the counter.
17 - Observation #22: After Elizabeth crawls through the hole and opens the door for you, go left and freeze the water to make a bridge. The final diary is in here.