American Hero

To unlock this one, you have to visit all checkpoints on one save file - this means that you can check out other branching paths as long as you don't pick New Game. Here's how to reach all of the different checkpoints:

Private Booth: From New Game, pick "Party" as your first choice.

KVK: To get to KVK, you have to speak with Hoover at the club, go through the Private Booth, get chased by the semi, then get the radio KVK code by fighting the fat lady and ponytail guy at Laura's house. Then when leaving you'll be followed by two of Krueger's goons. If you got the KVK Card from the Private Booth then you'll get the scene with the two goons and the taxi and have to choose "My ride"; alternately if you didn't get the card, you should go right to KVK after leaving Laura's house.

Laura's House: To get the Laura's house checkpoint, when you get to her house pick the Climb option.

Abandoned Lot: When getting chased by the semi-truck, pick "run" then "jump" (or see KVK above)

Dock: When being followed by Krueger's goons after leaving Laura's house, either pick Fight then Run or just Run.

Car Chase: When being followed by Krueger's goons after leaving Laura's house, fight them twice. Then when you're being chased by them in the taxi, choose "left" and the checkpoint unlocks shortly afterwards.

Chemical Plant: Lots of ways to get this checkpoint - Jack arriving after the Car Chase; Jack getting captured by taking the side door at KVK; choosing "fake 'em" in Laura's kitchen; getting captured after investigating KVK.

Virus Lab: I'm not sure if the paths to get here are randomized, but I went Left Left Right Right from the Chemical Plant checkpoint after escaping the cell with Laura.

Reservoir: To get here, choose "do it" from the last option in Virus Lab (otherwise you'll get the strip-club bad ending and achievement).