Dishonored

First in order to have access to Burglar on Expert you need to finish it with 2-3 star rating on normal, which requires around 20.000 - 30.000 score. Some people have reported unlocking it with 2 stars and with just over 20.000 score but aim for the higher score to make sure. For guides on finishing normal level look for a guide on "Void Star" achievement under Dunwall City Trials DLC.

On expert these statues are scattered around the 4 floors of the building.
Full credit for locations goes to Hastatus on PS3 Trophies

Tip when searching: increase the game’s brightness to max to avoid hurting your eyes, as these figurines are small and dark and blend into the darkness even when they are out in the open.

First Floor
1) Backdoor entrance on the wine barrel
2) In the locker on the left side of support column next to the wine barrel; behind loot
3) On shelf of kitchen cabinet. Directly to the right of the door in the next room will be a lower shelve with some items on it. It is very hard to see due to the darkness but it is in the back right corner.
4) On one of the lower bunk beds
5) In bunk bed room locker

Second Floor
6) Guestroom bed nightstand
7) Spymaster fireplace on the ground on the left side behind the cover
8) Storeroom cabinet
9) On wooden crate left of safe

Third Floor (Empress Painting Floor)
10) Floating in space between collapsing windows

Fourth Floor
11) Square pattern fireplace next to staircase, up top on a tiny ledge (stand on mounted beast head to reach)
12) On bookshelf rightmost side next to staircase banister
13) Outsider fireplace mantle; right side
14) On very top of bookshelf, on the rightmost corner (just right of the Outsider fireplace)
15) Next to rightmost sink basin in the bathroom
16) Next to master bed; on the floor to the left between bed and glass cabinet, there is small space there which the statue is resting in

Here is a video guide, thanks to MrNiresist

In my experience, I did not need 3 stars to open expert. I went in and played it through normal without knocking out or killing anyone and collected everything I could using dark vision almost all the way through the level. I ended up with 27,176 points and had a 2 star rating. Remember to keep everyone conscience in order to net the maximum amount of points for collecting items. I pick-pocketed the enemies as well.

If you are a gamer that prefers a visual aid then I have found a video that works. Before you collect anything on expert, I'd strongly advise you kill everyone first. This way, if you get spotted, you won't have wasted more of your time collecting things, only having to restart again. Once everyone is dead, open and watch this video. Good luck!

Video credit goes out to: MrNiresist