For this achievement I just used the guide on the wiki found here:
http://bioshock.wikia.com/wiki/BioShock_Audio_DiariesThe only thing I've noticed that is odd is when you're checking which diaries you've already grabbed, the "First Encounter" audio diary from Andrew Ryan is incorrectly listed in the Neptune's Bounty/Smuggler's Hideout tab instead of the Arcadia/Farmer's Market tab.