Note: This is only possible to get during Dolores' chapter. You will automatically get the "George's memento" achievement as part of this achievement.
1. Drop down from the attic and into the mirror world bedroom, go to the corner with all the numbers written on the walls and papers. On the stand there you'll find an audio cassette recorder and the first cassette.
2. Enter the mirror in the upstairs bathroom. Inside the hall labyrinth, where you have to choose which way to go based on Dolores' secret numbers, the cassette will be on the small stand with the babycall base.
3. Enter the mirror in the upstairs office. Through the "secret door" in the room with the dead body, you'll find a cassette in the same box as the cloud toy.
4. Enter the mirror by the mannequin area in the basement. You're now in the mirror world kitchen, where Dolores asks you for tea. The cassette lies on the counter to your left immediately after entering.
Once you've picked up all four cassettes, the achievement will pop!