The Cursed Crusade

This achievement requires you to find all the Blood Crucifixes during your play through. Since you have to play the game twice, I would recommend getting all of these on the easiest Crusader difficulty - which should be your first. If you happen to miss one, or forget about it, you can always go back and get it via the chapter select.

They can however, only be collected while in Cursed mode (entered by pressing LB - once you gain the ability). You can tell when you are near one, as you will be able to hear a heartbeat, whether you are in Cursed mode or not. You will also be given a Victory Point (YAY!) for collecting them.

Chapter 1, Mission 6 - Nightmare I:
The first one is story driven, as the game shows you how to collect them. It will be after you gain the Purifying Fire ability.

NOTE: This is the first mission in this chapter which has a crucifix, the others previous do not.

Chapter 2, Mission 1 - The Tower of Zara:
Once you reach the top of the tower it will be in the corner to the right of a practice dummy. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 2, Mission 2 - Landing at the Docks:
After jumping over the wall at the beginning, go to the left and the cross will be on a boat next to the pier. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 2, Mission 3 - Old Streets of Zara:
You will come to two big portcullises, of which you will need to destroy one to get to the next area. Once you do, the crucifix will be to the right in a vendor stall. It can be a little hard to see/target when in Cursed mode. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 2, Mission 4 - Toward the Peninsula:
When you get to the area where you must defend the ballista, several bad guys will come down a set of steps on the left. After dispatching them, go up the stairs and to the left. The crucifix will be at the corner in the air. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 2, Mission 5 - The Fortified Bridge
You will have to raise a portcullis to allow your fellow crusaders to enter Zara. After this is complete, you will need to walk the battlements to get to the next area. About half-way, after walking under a wood platform, you will come to an area with a long staircase and the crucifix will be floating in the air. You do not have to get off the battlement to collect it. Press LB to enter Cursed mode, and then press LT + A to purify/collect it. Do not go up the stairs, as it ends the level.

Chapter 2, Mission 6 - The Five Wells of Zara:
After collecting the first coffer to the right in the beginning area, go down the stairs in front of you and then go to the left. The crucifix will be floating in the air next to the area where you started. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 2, Mission 7 - Nearing the Castle of Zara:
Once you move out of the building where you being shot at from above, you will go down some stairs and the crucifix will be in the air to the left. It is directly opposite the wall you must break to move to the next area. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 2, Mission 8 - The Fall of Zara:
Toward the end of the level, you will see several gates you must press LT + A to break and either collect/purify souls or collect coffers. One of these also contains a crucifix, and it is located behind a gate next to a big tree. Once you break the gate, press LB to enter Cursed mode, and then press LT + A to purify/collect it.

If you collected them all up to this point, you should also receive the achievement:

Chapter 2, Mission 9 - Nightmare II:
As you move up a mountain, you will have to kill/purify souls. At the first plateau, kill the bad guy and souls and move up to the next area. You will pass a wheel on the left, and see a path which leads a little downward. Go down the path for the crucifix and a soul. Press LB to enter Cursed mode, and then press LT + A to purify/collect it. If you get to the fountain and did not get the crucifix, you went too far.

Chapter 3, Mission 1 - The Walls of Blachernae
When you get to the area with the two trebuchets, you will need to destroy both of them. Once you do, a breakable wall will become available next to the second one. Break the wall and the crucifix is inside to the right, in a little alcove. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 2 - The Golden Gate
After you destroy the two wood structures on either side of the north gate, the area behind you will be open now. Turn around and the crucifix will be right in front of you, and in front of the column in the middle of the area. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 3 – Trapped in Yedikule Fortress
This one is the first area as you are fighting Tatikios. During the fight, press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 4 - An Emperor Murdered, A Promise Forever Unkept
This is only a cutscene, nothing to collect.

Chapter 3, Mission 5 - The Blachernae Walls
Once you get to the last area of this chapter, there will be a double door opposite the glowing crane. The crucifix is in front of it. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 6 - The Imperial Gardens of Blachernae
When you get to the third garden area, and say the 300 line, turn left and the crucifix will be in the corner. If you get lost or turned around, it is in the opposite corner of the coffer. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 7 - In Front of the Imperial Palace
Near the second coffer, you will come to an area with a water tower in the middle. The crucifix is behind it. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 8 - The Bath House of Blachernae
After the initial fire fight, and the bad guy moves on, you will need to break the gate to the right from where you started. Proceed through to the second room, and the crucifix is here. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 9 - The Capitolium
When you get to the sewers, you will be in Cursed mode. From the start, go around the corner and go directly left toward the back left corner. You will go up a small set of stairs and a ladder. When you do, you will be out of Cursed mode, and once again be outside. This is the area directly left of where you originally entered and there will be a big statue. The crucifix is in front of it to the left. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 3, Mission 10 - Nightmare III
After you cross the bridge, running from Death, the game will immediately focus on the fountain. You can either clear/purify the souls first, or collect the crucifix. This one can be a little hard to see, and I had to hold LT and move around my left analog stick, allowing my cross to find it for me. It's actually just to the right of where you enter this area. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 4, Mission 1 - The Forum of Theodosius
After you destroy the statue to progress, you will need to go right. There will be a carriage at the end to the left, and the crucifix is in front of it. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 4, Mission 2 - The Forum of Constantine
During the part where you are saving the civilians, you will need to push a cart to move on. There will be two breakable gates (Cursed mode), and the crucifix will be in the one on the left. Press LB to enter Cursed mode, and then press LT + A to purify/collect it. If you are going for the achievement to save the civilians, I would do this first and then go back for the crucifix.

Chapter 4, Mission 3 - The Path to the Great Palace
When you enter the garden area, which is the second area, it will be along the right wall about half way down. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 4, Mission 4 - The Excubitorium
In the last area, it will be in the top right corner from where you start in front of a column. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 4, Mission 5 - The Augustaion
When you start, there will be a fountain in front of you. After you clear/purify the souls, the crucifix is on a brazier to the left. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 4, Mission 6 - Hagia Sophia Courtyard
After you are done navigating the wood scaffolding, you will come to the last area with a fountain. The crucifix is in front of it. Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

Chapter 4, Mission 7 – Hagia Sophia Basilica
This is only a cutscene, nothing to collect.

Chapter 4, Mission 8 – To The Bosporus
This is only a cutscene, nothing to collect.

Chapter 4, Mission 9 – Leaving a Sacked Empire
This is only a cutscene, nothing to collect.

Chapter 5, Mission 1 - Inside the Fortress
More towards the end of the level, you will come to an open corridor in which you can look down at the fortress and presumably where you came from. The crucifix is in the second opening from where you start the corridor on the right (obviously). Press LB to enter Cursed mode, and then press LT + A to purify/collect it.

If you collected them all up to this point, the achievement will unlock here! If you leave negative feedback, please let me know in the comments section so I can adjust my solution. Thank you.

For those that prefer written guides and want to find the crosses and the coffers at the same time, there's a great guide over at Xbox 360 Achievements.

Click here for guide

I did not write this guide or the post on Xbox 360 Achievements. All credit goes to olcsi2/Olivero.

Obivously for this achievement you need to collect all the crucifixes (i believe there is one on almost every level, im sure someone will correct me if im wrong, and i will change the solution to match that.), you can look at collectible guides all over the internet to do it the faster way.
But, for the people that want to try to find them yourselves before looking at videos that show you exactly where they are. I'm not sure if the game itself ever tells you that when you are getting close to the crucifixes, you will hear a heartbeat that the closer you get the louder the heartbeat gets. The heartbeat itself is easy too hear if you are listening for it but if you are fighting or characters are talking the crucifixes are very easy to miss.
In addition, if you are looking for the crucifixes, they can be behind gates, walls, in corners, and even floating above the ground, so make sure if you are trying to find them all, search well.
Also, you need to be in the curse to see the crucifixes themselves, but you can hear the heartbeat whether in or out of the curse.
Good Luck!