There are twenty Letters of the Lost scattered throughout the game in North Rook and South Rook. Finding these letters will help you unlock a signature weapon, and get you an achievement as well.
Here are all of the letter locations, with coordinates. Look on the upper right hand of your map for your current coordinates to help you find these.
Letter 1 – Location: North Rook, Coordinates: X: 435, Y: 646
Letter 2 – Location: North Rook, Coordinates: X: 363, Y: 710
Letter 3 – Location: North Rook, Coordinates: X: 460, Y: 767
Letter 4 – Location: North Rook, Coordinates: X: 380, Y: 741
Letter 5 – Location: North Rook, Coordinates: X: 530, Y: 742
Letter 6 – Location: North Rook, Coordinates: X:601, Y:621
Letter 7 – Location: North Rook, Coordinates: X: 682, Y: 811
Letter 8 – Location: North Rook, Coordinates: X: 630, Y: 646
Letter 9 – Location: North Rook, Coordinates: X: 633, Y: 602
Letter 10 – Location: North Rook, Coordinates: X: 703, Y: 575
Letter 11 – Location: North Rook, Coordinates: X: 799, Y: 750
Letter 12 – Location: North Rook, Coordinates: X: 801, Y: 756
Letter 13 – Location: North Rook, Coordinates: X: 778, Y: 619
Letter 14 – Location: North Rook, Coordinates: X: 603, Y: 458
Letter 15 – Location: South Rook, Coordinates: X: 471, Y: 418
Letter 16 – Location: South Rook, Coordinates: X: 529, Y: 400
Letter 17 – Location: South Rook, Coordinates: X: 408, Y: 499
Letter 18 – Location: South Rook, Coordinates: X: 375, Y: 315
Letter 19 – Location: South Rook, Coordinates: X: 237, Y: 426
Letter 20 – Location: South Rook, Coordinates: X: 497, Y: 501