Throughout the game, you will venture inside buildings/sewers/etc. for certain missions. In each of these sections, there are a certain number of collectibles to find, which you can monitor by pressing at any time. To unlock this trophy, you must find all the magazines in each level.
Magazines look like little red books, and will have a yellow glow around them similar to the comic books in the city. They also make a noise like the comic books too to help you locate them.
If you miss any of these collectibles during your playthrough, you can replay missions from the whiteboard in your apartment at any time. This menu will also tell you what you are missing in each level.