This is mostly a checklist, in case that you want to get all the achievements and worry about missing some of the collectibles. If you already know that you are missing something, you can take a look at my 100% guide that uses the same terminology and provides further details.

When the collectibles are related to story progression (P), side quests (Q), or when they have a specific requirement (R), I marked the relevant information as spoiler. After some testing, I can confirm that you can't miss any collectible, and only one achievement can become unobtainable.

Below, I listed every achievement that is based on collectibles and sorted the items according to their in-game order where applicable, e.g. the order in the fast travel menu.

1. Old City
   
2. Bamboo Forest
   
3. Sharphead Temple
   
4. Shadow District
   
5. Sacred City Outskirts

All but one are visited during regular story progression.

1. Abandoned Outpost
   
2. Harmony Forest
   
3. Old City Gates
   
4. Old City
   
5. Bamboo Forest
   
6. Bamboo Garden Only mandatory for Akari's Q "The Merchant's Garden" and collectibles
   
7. Fishing Village
   
8. Murder Nest
   
9. Sharphead Mountains
   
10. Sharphead Temple
    
11. Sacred Path
    
12. Shadow District
    
13. Sacred City
    
14. Sacred City Outskirts
    
15. Akechi's Castle

1. Rokuro Idol P
   
2. Exile Swordsfighter Idol
   
3. Exile Shinobi Idol
   
4. Mercenary Shinobi Idol
   
5. Mysterious Shinobi Idol
   
6. Skilled Shinobi Idol Rlow tide
   
7. Ironclad Mercenary Idol
   
8. Ironclad Soldier Idol Rlow tide
   
9. Sun Monk Exile Idol
   
10. Mercenary Swordsfigher Idol
    
11. Samurai Soldier Idol
    
12. Samurai Lieutenant Idol RSecret Technique "Crushing Boulder"
    
13. Polearm Samurai Idol RSecret Technique "Crushing Boulder"
    
14. Shadow Swordsfigher Idol RSecret Technique "Crushing Boulder"
    
15. Ironclad Shadow Idol
    
16. Samurai Captain Idol
    
17. Ironclad Captain Idol
    
18. Shinobi Samurai Idol
    
19. Tokichiro Idol RObtainable after "A Tricky Escape".
    
20. Yui Idol RObtainable after "The Masked Giant".
    
21. Yukako Idol
    
22. Akechi Idol P
    
23. Tomoe Idol P

1. Golden Tokichiro Idol P
   
2. Golden Yui Idol P
   
3. Golden Yukako Idol P
   
4. Golden Akechi Idol RRewarded for finishing the regular arena.
   
5. Golden Tomoe Idol RRewarded for finishing the regular arena.

1. Tsukumo’s Hilt P
   
2. Peasant Sandals
   
3. Companion Lamp
   
4. Fu kuda‘s Bitter Recipe
   
5. Tsushibutta Handwrap
   
6. Ancient‘s Morning Recipe
   
7. Tsushibutta‘s Wind Bell
   
8. Takeuchi‘s Bracelet
   
9. Bakushishi Tusk
   
10. Cherry Blossom Hairpin
    
11. Riverbed Stone
    
12. Cracked Mirror RSecret Technique "Crushing Boulder"

1. Harmony Forest PBeat Rokuro
   
2. Old City PBeat the samurai in front of Hina’s Tea House
   
3. Sharphead Mountains PBeat Toshi
   
4. Sharphead Temple PBeat Yui
   
5. Murder Nest PBeat the shinobi to retrieve the angler's fish
   
6. Shadow District PBeat Tokichiro
   
7. Shadow District PBeat Makoto in Fuyuki Tower
   
8. Sacred City PBeat the Ironclad Captain and Samurai Captain N of the Sacred City Gate
   
9. Sacred City PBeat the Crow/Yukako
   
10. Bamboo Garden Q„The Merchant‘s Garden“
    
11. Shadow District Purchase from one of the merchants
    
12. Skilled Shinobi Arena
    
13. Ironclad Soldier Arena
    
14. Polearm Samurai Arena
    
15. Ironclad Shadow Arena
    
16. Samurai Captain Arena
    
17. Ironclad Captain Arena
    
18. Tokichiro Arena
    
19. Yui Arena
    
20. Yukako Arena

1. 3x Old City Tea House Merchant in Old City
   
2. Bamboo Forest
   
3. Sharphead Mountains RSecret Technique "Crushing Boulder"
   
4. Shadow District Q"Help the Shadow District"

1. 3x Old City Tea House Merchant in Old City
   
2. Bamboo Garden Q„The Merchant‘s Garden“
   
3. Sacred Path Q"The Wary Outcast“
   
4. Sharphead Temple Q"Help the Sharphead Temple"

1. 3x Old City Tea House Merchant in Old City
   
2. Sharphead Temple
   
3. Bamboo Forest RSecret Technique "Crushing Boulder"
   
4. Fishing Village Q„Help the Fishing Village“