Collect all the Sokolov paintings. Sounds pretty simple but this achievement IS miss-able depending on how you do your play-through. To get this achievement you first have to complete all of Granny Rags missions in Mission 2: High Overseer Campbeel, and then all of Slackjaws missions in Mission 3: The Golden Cat. Doing this will allow you to access an other-wise blocked off route in Mission 7: The Flooded District where the very last painting is. (Confirmed)
Also you must do this in 1 play-through, evidently you can't replay missions. *According to Whitehelljumper*
Mission 2: High Overseer Campbell - Painting #1 - Is located in the basement of the building that Campbell is in. If you follow Campbell and Curnow down from the second floor they will lead you there. If not, the door is located next to an exit by the kennels. And you will have to press a button in the statue's eye for the door to open.
Mission 3: The Golden Cat - Painting #2 - Is located on the 2nd floor of the Art Dealers apartment. This building is the building on the right hand side of the street past the first wall of light. It's right across from Dr. Galvani's place.
Painting #3 - Located on the 3rd floor of the same building as where you found #2.
Painting #4 - Is located in the Art Dealers vault which is up on the 3rd floor along with painting #3 however you will need his combination to get to it. To do this you will have to talk to Slackjaw and he will tell you where the Art Dealer is in the Golden Cat after completing his first task. Once you find the Art Dealer give him a few jolts and when he realizes it isn't some hot lady torturing him ask him for the combination then head back and get painting #4. (As well as giving the combination to Slackjaw) Do that last however after you rob the safe yourself, which will unlock you this achievement.
Dishonored The Art of the Steal
The The Art of the Steal achievement in Dishonored worth 21 points
You got the Art Dealer's safe combination for Slackjaw, but robbed the safe first
Mission 4: The Royal Physician - Painting #5 - Is located in the bottom (unfinished?) part of Sokolov's house. You will notice the location if you go in the main entrance to his house.
Mission 5: Lady Boyle's Last Party - Painting #6 - Is up on the second floor in the Boyle mansion in the (trophy/ display room).
Painting #7 - Where is painting is all depends on which Boyle is your target. But regardless it will also be on the second floor in one of the three bedrooms. Just search all 3 and you will find it.
Mission 6: Return to the Tower - Painting #8 - Located on the 2nd floor inside the tower in what would be considered the music room.
Mission 7: The Flooded District - Painting #9 - A little hard to explain where it's at exactly just watch the video and get on the roof tops on the right hand side.
Painting #10 - Once you either kill or incapacitate Daud you will have to travel down this chain. Stop about half-way and blink onto the broken floors to find it.
Painting #11 - You did the Granny Rags and Slackjaw side missions right? Well once you enter the sewers you will see a Bottle Street Thug laying against the wall. Talk to him and he will say something about a Master Key. Follow the way-point (it's quite a lengthy journey to the area) And the painting is located up in Granny Rags house/shack whatever it is.