The Marks of the Gods are hovering golden idols. You have to collect forty-two total. You can check your progress by clicking the back button to open the Player Statistics screen.
Here's a nice, comprehensive and well organized guide I used to find the marks. It's a PS3 guide, but it works for the 360.
http://www.ps3trophies.org/forum/outland/113185-marks-gods-g...While getting this achievement, you'll also get:
The Enthusiast achievement in Outland worth 13 pointsCollect 10 Marks of the Gods (Single Player only)