Throughout the campaign you will come across big green boxes that contain helpful items. Simply open five of them and the achievement is yours.
EDIT: Just an extra on where I have found them so far:
1 - After you enter the shop and head upstairs one can be found in the second room on the right.
2 - After the upstairs bar one can be found in the store room on the right before you go down the stairs.
3 - In the upstairs on the motel, there are some more stairs that lead up to some guns. Just off to left at the top there is a door into a small room where the box can be found.
4 - One or the other of the two pavilions either side of the dance floor at the wedding.
1 - Up in the top room, facing out to the Jazz Club, after to cross a plank of wood between buildings.
2 - Near the start of the underground section, surrounded by orange fencing.
I have yet to find any here. I suspect that there isn't one, if anyone can confirm then that would be great.
As Kirst Fenix says they aren't always in the same place everytime, and may take more than one playthrough to get a total of five open.
If anyone knows of anymore locations the boxes appear tell me and I can add them in.