There are 31 lore items to collect in total and they all must be collected in a single run.
DAY ONE
1) Alarming Lyrics - Given automatically at the beginning of the DLC.
2) Down the Hatch - On the couch near Nick's bed.
3) Curious Fan Mail - Within the secret path (opened by using the tap) it is on a table next to a bowl.
4) Convention Fun - In the laundry room where Nick mentions "I need to find a power cell", if you look on top of the washing machines on the right side of the room, you will find it on one towards the back of the room.
5) Record Review - Upon exiting the laundry room vent, look immediately to your right and you will find this letter on the bed.
6) Pervy Fan Mail - After picking up the "Serenade" upgrade, you will fight some fans then enter a vent. Upon exiting the vent, look immediately to your right and you will find this letter on the bed.
7) Oldies - When in the street after exiting the hotel, keep an eye out to your left for a red post box. This one is outside of the music shop (guitars appear in the window).
8) A Strange Fan Letter - From the previous letter, keep running all the way along the street past Nick's house, until you find another red post box in a dead end.
9) Pickles vs Pickles - Inside Nick's house on the first floor, you will find a small statue on a table. Just to its right is this letter, crumpled up.
10) Morrie Dislikes You - Climb the stairs in Nick's house and you will be presented with the golden records (a very short cutscene plays). Look ahead and you find this letter on the white piano, crumpled up.
11) Virgil Scolds - Look on the counter to the right after defeating your ex-wife (you will have returned to your normal size). The letter is behind a rolling pin and a bowl.
12) The Bobby's Wife - As soon as you're back in the street you'll see a statue. Go a little bit further and you will see a red post box on your left: the letter is in here.
13) Kitty's Diary - Enter the music shop and look to your right. The letter is on top of the black piano.
14) Non-Flushable - Exit the music shop and go in the direction of the statue. When you reach the statue turn left and you will see a red post box (on the right side of the street). The letter is inside the post box.
15) Damages - Near the hotel entrance you will encounter a fight with fans and photographers. After defeating them, do not enter the hotel but instead run all the way down the stairs. At the very bottom is a red post box with this letter inside.
16) Manager's Plea - It is on top of a stool in the PA system room (you will make an announcement in here to get the Manager out of his room).
17) Amp Up the Volume - On the table in the Manager's office next to a typewriter.
18) Lookalikes - Within the hotel lobby, you will find this letter at the receptionist desk.
19) Convention Rules - Just past the receptionist desk, towards the exit of the hotel (the double doors), if you look left from those double doors you will see a fireplace. This letter is on the table next to the fireplace.
20) S.W.A.K - THIS ONE IS EASY TO MISS. When you open the Bobbies door to place his bag, if you immediately look down you will see the letter is/was under the door.
21) Police Report - In the Bobbies room on a table with a typewriter.
22) A Love Letter - When you place the bag down in the Bobbies room, this will be automatically given to you.
23) Rendezvous - Outside, following the blood trial using your guitar, you will find this letter at clue number 2 (there is literally the number 2 next to it).
DAY TWO
24) Very Alarming Lyrics - Automatically given to you once you are back in control of Nick.
25) A Stern Letter - Still in Nick's room, it is on the floor near the double doors.
26) Mr. Bates Does Not Approve - Exit Nick's room and you will immediately see a statue ahead. The letter is next to the statue, on the wall.
27) Kitty Bates Loves You - From the previous letter, look left and you will find a letter on a delivery cart.
28) Appreciation Society - Enter the Hotel Bar and on the bar itself is this letter.
29) Room Service - When you have the objective "Take service lift to rooftop", you will enter a kitchen. The letter is on the table in this room (it is the same room as the service lift itself).
30) Taunting Letter - On the rooftop you will eventually happen upon a dead body. Directly behind the body is a letter on an amp (held up by a knife).
DAY THREE
31) Very, Very Alarming Lyrics - Upon gaining control of Nick and moving forward a bit, you will automatically be given this letter.
The achievement should unlock soon thereafter.