Here is creenshot assisted guide for getting it all.
Note that even though the in-game tutorial does not mention it, it is also possible to run by holding down the shift key and to jump by pressing the space key. These two actions may prove useful for evading the deer and making your way out in case you ever get stuck in geometry.
As a side note, all the screenshots contained within are externally gamma-tweaked for clarity.
Collectibles are objects with a gold finish scattered around the game world. Getting them all is needed for this achievement but they do not affect the ending you get. There are not any collectibles before the radio tower section.
Right after the second deer-chasing dream sequence, you find yourself in front of a two-storied cabin.
1) Backtrack your way to the point where the mentioned sequence starts. Look for the collectible lying in snow in front of the bridge.
2) Go back to the two-storied cabin. Look for the second collectible on the first floor.
- A rifle and four bullets are on a table on the first floor.
- A hatchet is hung on a wall on the second floor.
- The first newspaper is on the table on the second floor.
3) After leaving the said cabin and passing over a bridge, you come across a water silo with the deer coming right at you. Go to the left of the silo and look for the third one behind a small cabin.
4) Make your way around the deer and go up the hill. Take the left path and cross over the water pipes by way of a container. You find yourself in the vicinity of an abandoned factory with containers all around. Between the second and third building, there lies a half-buried container. Check inside to find the fourth collectible.
- A jerry can is in front of the first building.
- The second newspaper is in an open container to the back of the third building.
5) Make your way to the back of the factory area and go through a downed fence to find yourself in a graveyard. The fifth collectible lies on a grave near the end of the yard.
- A mound of ash is near the middle of the yard.
6) Leave the factory area by way of another container and pass over the bridge. You come across a campground consisting of several small cabins and a larger one. Head towards the first cabin which is also the furthest according to your position. The sixth one is to be found inside.
- A pistol is on top of the cupboard in the next cabin.
7) The larger cabin to the end of the campground houses a kitchen in the back. Look for the final collectible in there.
- A set of keys are on a table in the cabin across the one with the collectible.
- Two gas tanks are to the right of the larger cabin.
- The third newspaper is on the table in the smaller cabin at the end of the campground.