There are 6 items needed for the achievement and will unlock once the last item is picked up.
Chapter 1 - Abraxas Rose - Found near the end when needing to comfort Moses in the FAB, on a table outside the offices.
Chapter 2 - Safi's Car - Story related, Safi shows the photo of the damaged car inside the Turtle at the beginning of the chapter.
Chapter 2 - Lucas's Book - While at the school go to the FAB an talk with Living Lucas and you will need a key. Shift to Dead world and talk with Lucas, before messing with the cutout look at the stack of books on his desk. He will than let you pick one up, so do that.
Chapter 2 - Gwen's Email - Story related, while searching Gwen's office you will print this out.
Chapter 2 - Mug Photo - When you get to the Trail and need to shift worlds to get past the cop. Instead of going forward walk back to the big tree near the picnic tables, you will see a mug inside the tree. Look at it than take the photo.
Chapter 2 - Gwen's Flash Drive - At the Outlook you will talk with Gwen, she will than throw the USB in the garbage and light a fire. During the option choose to save the USB.
I can confirm you can use replay chapter Explore mode to grab at least 1 item you missed. I didn't have the Rose when reviewing evidence at the end of Chapter 2 and loaded it in Explore mode and got the achievement as soon as I picked it up.