To get this achievement you will have to find all fetch quest givers on the over world who will when spoken to give a story as to them having an item stolen or lost then a trail of ghost studs will lead you to no where.
What you have to do is listen to the story as they point out a certain level that the item is hidden in I have attached a link for Bonefishgamer.com describing on each level where the treasure items are as well as some tips for making it easier.
Best way to approach these missions is to have perfected each of the levels in the story mode ( got everything in them) that way when you first speak to the quest giver you are able to instantly hand it in.
Would recommend to use the quest giver finder red brick to help narrow searches down to which npc is giving out the quest.
http://www.bonefishgamer.com/2012/12/lego-lord-of-the-rings-...