here are certainly mistakes. Because unmissable story-related achievements will pop at the end of each chapter, and this guide is ordered by the story progression, all other achievements than "Complete [X]" in each section are missable.
Act I & Limits & Demonstrations
I bet a dog will eat it - Share Joseph's home-made jerky with the dog.
The first time you speak with the Attendant (Joseph), he will give you some of his jerky for the dog. Offer it to your dog "How about a treat?" and the achievement will pop. Notice that if you choose the dialogue "I don't know his name, he's just some dog", you will not be able to feed him until after having gone to the basement and found the address on the computer.
Finding Carrington - Return to Equus Oils and find Carrington there.
You may return immediately to Equus Oils or later in the game and talk to Joseph and the Stranger (Carrington). The achievement pops as soon as the dialogue ends.
Hypnagogic - Hypnotize Shannon in the mine.
Choose Shannon's dialogue option when leaving the mine. She will exit the cart and you will play her in a short passage. Turn her outwards facing you. The camera will zoom in on her. Wait until fully zoomed in (about 1 minute) and move again. The achievement will pop.
Act I - Complete Act I.
Limits & Demonstrations - Complete "Limits & Demonstrations."
Act II & The Entertainment
Organ Performance - Listen to the organ performance in the Bureau.
As soon as you are able to access the elevator, go to the second floor. Go right until you reach the balcony, past the eerie people waiting for a presentation. There's a short cut-scene and the achievement will pop.
Paperclip Labyrinth - Follow the bureaucratic loop in the Bureau 3 times.
When you arrive at the first floor you are sent to speak with a clerk instead of Lula who is too busy. Keep following the 3 clerks instructions, by answering as Conway, until the achievement pops. If you answer as Shannon, the loop will end and you will not get the achievement.
Act II - Complete Act II.
The Entertainment - Complete "The Entertainment."
Act III & Here And There Along The Echo
Say something romantic - Watch Flora launch her paper boat.
You find this during the first scene of Act III. Go to the south-west corner of the parking lot of the Museum of Dwellings to find Flora. Talk with her and wait (about one minute or two) until the paper boat reaches the edge of the screen and you may talk with her again. If you leave the parking lot, you will not be able to go back again.
You died - Die in Xanadu.
When you return to Xanadu, and able to actually play the game, you will reach a hole in the forest. Choose Shannon's dialogue option to "Go down into the hole, that seems pretty obvious." You will die but respawn in front of the hole again.
Phil and Jane - Find Phil and Jane on the Zero.
After reaching the other side of the bridge at the Hall of the Mountain King, you will be able to travel on KR0 again. Find the TV, and return on 70 or go clockwise a short way and you will reach a van. You play as the dog and as soon as you reach or sniff the car, the achievement will pop.
Under the horizon - Find Flora's boat in the distillery.
At the Hard Times Distillery, Dolittle will eventually lead you to a car. Instead of merely going to Shipping and exiting the car, continue past the shipping trucks to the Docks. Get out and go in between the water pumps until you reach the River. Wait until Flora's paper boat pass by and enjoy the achievement popping. If you haven't done Say Something Romantic above, the paper boat will not show up.
Act III - Complete Act III.
Here And There Along The Echo - Complete "Here And There Along The Echo."
Put down the reciever and step away from the phone, ma'am!
Act IV & Un Pueblo De Nada
Patch speaking - Answer the phone in the Rum Colony.
Happy Tuesday - Win the claw game at Sam & Ida's.
Here, you pick - Learn about 12 dishes in Sam & Ida's.
Act IV - Complete Act IV.
Act IV again - Complete Act IV a second time.
Un Pueblo De Nada - Complete "Un Pueblo De Nada."
Act V & Death of the Hired Man
The map - Walk the Seer's earthwork path in the town.
"Look for me under your bootsoles" - Complete Act V.
Death of the Hired Man - Complete "Death of the Hired Man."