These are pretty straight forward. You can't miss them in your first run.

The Alley
Completed first act

The Casino
Completed second act

You got hooked
Win at Go Fish

The Neighborhood
Completed third act

The hospital
Completed fourth act

Afterlife
Completed the no ending
Choose to go with your mother

Thereafter
Completed the Yes ending
Let the reaper retire

You can grab the Big Fish and Fly Away achievements by loading into the chapters after you finish your first run. You can also grab the alternate ending when going for the Purrfect achievement.

Big Fish
Win at the slot machine

Fly Away
Collect all Butterflys

• 1 in first act (end of alley before going into the vent)
  
• 1 in second act (casino entry)
  
• 2 in third act (street behind you when first arriving and underground)
  
• 1 in fourth act (in a hospital room)

Purrfect
Finish Thereafter in 15 minutes or less
I managed to get this one around 10 minutes with a few mistakes.

Here are a few things I did to shave some seconds off:
Run... Everywhere.
Right click to go through dialogue quicker
In the third act, follow the pipes overhead to see where the valves are before heading towards the main valve.
In the fourth act, there's only one paper in a bathroom, and that's in the room right across from Leo's room. The other three papers are towards the end of the hall. You should be able to see them from the glass doors.

This game really didn't need a guide, but I saw an opportunity to publish one and seized it.