Darksiders

1st
Library, under the water.
After vulgrim, blow horn to open rock dude door, enter into library, go up the stairs, jump down into the middle.
Swim underwater to find single chest.
Once chest is open you will receive first life stone piece.

2nd
After fighting in the choking ground for a while a chest appeared next to where we moved the large gravestone for the artifact, this containted a life stone.
Im unsure whether it was a triggered effect or from killing X amount of creature in the area.
Confirmed triggered by destroying gravestones.

3rd
Broken Stair - head down into the subway, head south, swim under the water collect chest/life stone.
(close to vulgrims shop in the broken stair area)
4th
Broken stair - once you shadowflight over to the highway, walk up the top fight the bats and zombie, then double back on yourself, there will be a chest behind a bunch of cars.

Full lifestone
Received after beating Tiamat.

5th- drowned pass, head west while swimming between the 2 homes. Hit the switch. The swim west from the second house you'll go up a ramp, jump on a newly raised platform and jump across gaining yet another health shard.

6th - the hollows, where the final beholder door (long corridor with 3 gas pipes a red puzzle door and two trains, slip behind the trains to find the life stone

Full lifestone
Received after beating Griever

7th-
The Dry road, pretty much the middle of the southern part of the map, hidden behind a wall, close to the artifact and Vulgrim's place.

8th-
The ashlands, after the 3 teeth plant + lots of growth + 1 wire room, climb out of the hole look west for a blue puzzle stone(smash) life stone part behind this.

9th
The ashlands, after dropping down the hole into the water, youll come across a room filled with teeth plants hanging from the ceiling, use the shadowflight to get up to the legde with the chest in the middle of the room, next piece is yours.

Full Lifestone
Received after beating Stygian

Full Lifestone
Received after beating Silithia

10th-
Black Throne
as your head to the second power golem, youll complete the 3 lifts+2 blocks puzzle, youll then use a shadowflight, run to the first few step and turn around(180) look up and void walk the first, 180 and continue back up the stairs and void walk the marker on the floor.(do not power up these void) Use the void, then climb up the ledge on the right.

Full Lifestone
Received after beating Straga

11th- Use the serpent hole to goto Twilight Catherdral when you get to the shadowflight orb and the exit is on the left, instead use the shadowflight orb and go straight ahead, follow to the end for another lifestone shard chest
(Note: you should not have left the serpent hole)

12th - Enter the twilight catherdral, cross the lava and go left through the door, use the chain maximum distance on the bomb, run and throw it at the red puzzle door. Collect chest/lifestone shard.

13th - Enter serpent hole to Drowned Pass, once out, straight ahead is an Abyssal Chain orb, swing across and receive a lifestone

14th - The Choking Grounds - house at northern end, go up to the third level, use the tremor gauntlet on the blue puzzle wall and collect your life stone.

15+16 Both received when handing in last two artifact at the same time.
Believe it when he receibes all the artifacts of one type, receives all the Soldier Artifact, and one for all the Champion Artifacts.

Not my video but it certainly helps. Just remember this is the order you can obtain them in not necessarily ordered by where they are.

"All In One" I Get All Collectibles + Only Missable Achievements During The Video
i am starting from scratch i have nothing at all. so i will picking up lifestone, wrath shard + cores, armor piece, pretty much everything i can pick up that Gives me the achievement in order you find them

Example. Lifestone 14, Highflier achievement, wrath shard 6

http://www.youtube.com/needtoachieve

If you are looking to mop up the collectables after the story, I found WikiGameGuides videos to be extremely helpful. They are nice and short, and unlike other videos, you are not backtracking.

Here is the first video, the rest are on the site. Only posting the one to save loading times for you guys. If the area you need is not on the side bar, search Darksiders Area Name collectables and it should be the first video.