Overlord

Rather than listing the very lengthy list of objects you need to collect and where to find them, here is a link to a very well done guide to finding each and every one of them:

http://www.gamefaqs.com/console/xbox360/file/932853/49152

I couldn't have done it better myself anyway and I take no credit whatsoever for this guide.

I solution that WeisGuy posted is accurate, but it's in a format that I didn't like. Instead, I found a list on gamerstemple.com after doing some searching. All I really could do was quickly copy and paste the text listed, because I immediately was spammed with pop-ups. But the information is accurate. This particular format, is listing all objects by type, not location.

Health Objects:
1. Castle Spree - to the right of the dungeon entrance.
2. Heaven's Peak cemetery - at the end there guarded by zombie and zombie priests.
3. Sacred Grove in Evernight - after killing the bloody unicorns (only burn the grove down if you're evil though).
4. Golden Hills - right before heading into the brewery, head up the wooden platform and around the path to the place the dwarves were throwing bombs at you.
5. Ruborian Desert - after breaking the bone barrier that leads to the 2nd sand pit with a worm, head to the path and to the right where the "new sheepies" are and it's there.
6. Ruborian Desert - to the right of the bridge that leads to the raider town and across some more sand with more worms that need to be blown up

Minion Objects:
1. Obtained when you first get the tower heart.
2. Halfling Homes - before turning the red wheel, it's on the left half of the room
3. Evernight - after breaking the root node in the courtyard and killing the enemies, turn the red wheel and walk around the path to see it
4. Mellow Hills - the one you've seen in the water since the beginning of the game. To get it, you need blue minions. Head down the path toward the slave camp and head to a hidden path behind the brown spawning point near the blood pit. There your blues can run out and grab it. Bring it around and knock down the bridge that will lead back to your waypoint
5. Halfway to Heaven Inn - in the first room you find the Order of the Red Dawn people, break down the door to the left
6. Temple Construction Site - After killing the lava golem, grab it right there.

Mana Objects:
1. Evernight - Next to Viridian Caverns entrance.
2. Heaven's Peak - Right near where you killed the succubus, also near the entrance to Moist Hollows.
3. Heaven's Peak City - Near the castle is a hole in the wall, down that path is the mana object.
4. Skull Den - in the room off the main path with the priest creatures.
5. Golden Hills - at the back of the dwarven village by the waypoint gate.
6. Ruborian Desert - near the waypoint gate across the first sand pit with a worm in it, to the right of you waypoint gate.

Domination Spells:
1. On the path leading from Spree to the Halfling Homes, to the right by the bridge you can lower for a short cut to the rest of Mellow Hills.
2. In the Heaven's Peak Understreets, after the room with the water serpent, and guarded by a lot of zombies.
3. In Golden Hills to the left of the brewery entrance, up a path on a hill.

Fire Spells:
1. Received after the Tower Heart is returned.
2. In Heaven's Peak City, near the drawbridge.
3. In the Arcanium Mines, down a path next to the furnace switches.

Minion Spells:
1. In Evernight, right by the second bloody unicorn you need to kill to be able to head deeper into the forest, break the barrier and grab it
2. In the Mother Goddess Temple's Inner Sanctum
3. In Golden Hills, near the Glittering Mine, up the hill where the dwarves are having their party

Shield Spells:
1. To the right of Oberon's tree, but you need to break the root node near the entrance to Viridian Caverns that's surrounded by the poison gas to be able to get it
2. In Evernight, right after defeating Oberon, it's sitting there
3. In Golden Hills, in the brewery near the red wheel

Bags of Gold:
1. Halfling homes: Break the door in front of you, go up the stairs and around the corner from where you first walk in the door.
2. Melvin's Kitchen: Around the back side of this house, surrounded by a red barrier (where we got one of the spokes for the wheel)
3. Moist Hollows: Near the second geyser that blocks your path
4. Moist Hollows: When you exit out the back of Moist Hollows, it'll be in the middle of the lake there, surrounded by Boombo Birds
5. Understreets: There are three bags over by the second serpent, defeat him first
6. Heaven's Peak city: After defeating the mumblers and becoming their god, it's around the corner from the waypoint gate there
7. Evernight: To the left of Viridian Caverns, across the water behind a barrier
8. Glittering Mine: There are 4 trunks of gold in here!
9. Arcanium Mine: Behind the furnace path that your minions need to take while carrying the smelter, send some minions up the middle and it's there
10.Royal Halls: Outside, to the left of the entrance where you just came over the bridge
11.Royal Halls: Inside, after defeating the flamethrower dwarves, it's in the room to the left.
(ONLY ONE OF TWO ITEMS YOU CAN'T GET AFTERWARD.)
12.Royal Halls: After defeating Goldo, choose the gold over the dwarves (will result in corruption!!!)
(ONLY TWO OF TWO ITEMS YOU CAN'T GET AFTERWARD.)

Miscellanious Objects:
1. Spree's food: In the Halfling Homes, once you obtain Spree's food and are carrying it out, kill the peasants that come for it and bring it back to your waypoint.
2. Girl Statue: When defeating the Succubus queen in the area underneath the Halfway to Heaven Inn in Heaven's Peak, grab the statue when you're done
3. Beer Kettle: In the Brewery (2) area, by taking the elevator down after completing the red wheel in the Brewery
4. Mother Goddess Statue: In the Ruborian Desert after capturing Jewel, get the statue and kill the elves that come for it, bringing it back to your waypoint instead
5. I'm sure that buying all of the tower upgrades from your mistress is also needed
6. Steel Smelter: In the farm area of Spree, in the broken tower
7. Durium Smelter: Understreets (2)
8. Arcanium Smelter: Arcanium Mine

Do all of this stuff before you go to Ruborian Desert to get Jewel. That will begin the final battle sequence and you will not be able to go to Heaven's Peak to get anything after that point. Also, make sure you rotate your save slots, otherwise if you do something that you don't mean to do, like starting the final battle sequence... I learned from this, obviously, (: then you will be able to go back. I ended up having to go all the way back to before I'd gotten Goldo. It sucked. Learn from my mistakes!

These guides are great to help you find the objects however they don't stress this fact:

"DO NOT FIGHT ROLLIE & GOLDO BEFORE GETTING THE BAG(S) OF GOLD IN HIS FORTRESS" !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

These are the only items you cannot go back and get after fighting him, hence making yourself have to play another playthrough for this achievement.
I read them fully but still managed to get screwed.
Important note is to remember to either go back to tower if the dwarven flamethrowers or dwarven crossbowers kill you or be positive that the autosave happens after getting the bag of gold. I got the gold and ended up dying and choosing "restart" to keep from losing my minions but forgot to go back and get the gold bag again.

Play it safe and just go back to the tower, (for autosave), after you get the gold and BEFORE you fight Rollie and Goldo!