Okay, so there are 85 Gold Bricks in the game. There are four possible on each story level. 1 for completing the level, 1 for achieving "True Pirate", 1 for finding all the mini-kit bottles, and 1 for finding each of the 8 items on Jack's compass, With 20 story levels, that rounds you out at 80 Gold Bricks.
Credit to MissJaded for the location of the last 5 Gold Bricks.
After you get all the minikits for each level if you go through the Right Port Gate 4 more Gold Bricks will appear, should be right next to the part where you smash the minikit bottles (end of each four dock) for this achievement;
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*SEMI-SPOILER ALERT!~
The LAST Gold Brick is when you go through the left port gate soon as you go through, straight ahead of you will be the 84 gold bricks you were waiting to stack. Build the gold bricks and it will open up another gate and into a "Secret Story Room" After you beat this "Secret Story Room" You will receive the LAST Gold Brick for your collection. You should have 100% Completed the game after this.