Weird West: Definitive Edition

This achievement can be found within Chapter 5 as the Oneirist. Proceed through the main story until you have to visit two separate locations for a dagger and a book. Now it's possible to trigger a random encounter while fast travelling called "Far From Home" where two children will ask you to assist their town. Once accepted you'll have to meet up with them again in a town called "Murphy". The children can be found on the roof of the saloon. Once you've spoken to them a second time, you'll realise some of the town's folk are possessed by a Wraith. The game will want you to interrogate the "School Teacher" and "Sheriff" for information, as well as checking for marks on their necks. But if you know the exact location of the Wraith you can skip all this.

Visit the abandoned house at the edge of Murphy (over an old wooden bridge). Climb through the window to save on lockpicks. Collect the key from the fire place and head into the basement. Once in the basement interact with the Urn, kill the Wraith and destroy the Urn. The achievement should pop as soon as you destroy the Urn.

See my video guide for more detail:

During chapter 5 you can easily miss this achievement.

While travelling between locations you’ll have the option to start a random encounter called Far From Home. When you enter you’ll speak to 2 small children who tell you of something strange happening in their town. If you accept to help them you’ll get a side quest called The Strangeness.

This will get you to go to the town of Bripton to meet the children and find out about this Strangeness. You’ll find the children on the roof of the saloon and they’ll tell you people have been seeing strange blue lights and acting weird. This is where you’ll start your investigation into this matter and why this trophy can be missed.

As you ask the townspeople about the lights, they’ll point you towards 2 people, the doctor and the bank owner. As you question these people you’ll have the option to press them about the blue lights, and if you do, they’ll become hostile and try to kill you.
*IMPORTANT* These are the 2 innocents you need to save. If you kill either the Doctor or the Bank owner, you will not get this trophy.

Instead you’ll need to go to an abandoned house right beside the saloon and across the street from the firearms store. You can use 3 lock picks to open the door, or if you have a rope, climb to the roof and put the rope down the chimney allowing you to break inside.

Down inside the basement you’ll find a Dread Wraith you need to kill and the trophy will pop.

Here's my video guide for more details:

Near the start of the Oneirist Journey after you can freely travel you'll encounter a golden event named Far From Home which starts a side quest called The Strangeness. This will lead you to a town where you will need to question some townsfolk to find the location of a wraith which is in the basement of an abandoned house. Once down there, destroy the urn and the wraith and this achievement will pop.