You need to collect ten feathers scattered all throughout the game. Once you acquire all of them you gain the “In Memoriam” achievement. Wikicheats provides us with the ten locations of it:

District	Description	Image	Map
Campagna	During the As Good As New chapter, after visiting the doctor you must go to the top of a nearby church. The feather is on the roof.
Centro District	On top of the Mausoleo Di Augosto ruin.
Centro District	On the roof of the Pantheon, on top of the cross at the front of the building. You can climb up the rear of the building.
Centro District	At the Palazzo Senatorio (from the Campidoglio tunnel entrance go up the twin ramps), on top of the large building overlooking the plaza.
Campagna District	Terme Di Diocleziano, just inside the entrance to the ruins, a few dozen feet northeast of the tunnel entrance.
Antico District	Just southeast of the Coliseum, at a Y road intersection, on top of a pillar.
Antico District	On the northwest part of the Coliseum, at the very top.
Antico District	Northwest of the Coliseum, on top of a pillar. The pillar is part of some ruins to the west of the road going from the Coliseum to the Centro District.
Centro District (east side)	In the plaza where the In and Out mission happens. It is a plaza filled with pillars. The feather in on top of one of the pillars, you can see it from the nearby church.
Campagna District	At the top of Bartolomeo’s keep. You go there during the Between a Rock and a Hard Place and Gatekeeper missions. The feather is at the top of the tower.

With the latest Assasin’s Creed game out, the next expected thing to come with it is of course, the guides for the game. Thankfully we have wikicheats to thank for providing the achievements (and the succeeding guides we’ll be posting here) to make your achievement hunting in the game more convenient.

So without further adieu, HERE WE GO!