Be sure to do this IMMEDIATELY after finishing the 3 chapters, do not reload or quit your game until this is completed.
As SPΛΙΝΤΞRCΞΛΛ says;
When you complete the third story, if you load or quit, the key will disappear. So you need to go to the bathroom as soon as the third story is complete in order to grab it
After completing all three chapters, you'll find a safe key in the bathroom sink where you picked up Lucy's jaw after finishing chapter 1. Leave the bathroom and turn left twice and open the door to the study room. The safe is on your left. Inside you'll find a note.
Head to the basement and go down the hallway behind the couch (opposite the TV, where you found the camera during Lucy's chapter). You'll see room 302 at the end of the hall, open up the door and you'll earn this achievement (and get a nice little spook).