So with the game being dirt cheap right now, there are many new people to the game.
So for all of those, who want all achievements: here are the locations for each and every puzzle piece + the solution to the puzzle.
The puzzle is required to get the last mask: Nigel
U – Prelude: The Metro
U – Prelude: The Metro. 1st Floor, Bottom Left end of the tracks
T – Chapter 1: No Talk
T – Chapter 1: No Talk. 2nd Floor, Top left kitchen in front of sink
A – Chapter 2: Overdose
A – Chapter 2: Overdose. 2nd Floor, Bottom Right bathroom (between toilet and tub)
O – Chapter 3: Decadence
O – Chapter 3: Decadence. 2nd Floor, Bottom Left dining room in front of chair (furthest right, top row)