Shrines are automatically shown on the map during Sequence 2, after completing a story related event. The shrine you must complete is part of the story (Terme di Traiano), and the rest will then show up as black wolf icon. Once you complete any given shrine, they will vanish from the map but can be replayed in the DNA menu. Also be on the lookout for 3 flags per shrine, since 18 of 101 flags are actually in the shrines and the map will not show them unless you see them in Eagle Vision first (but you'd be grabbing them in that instance). Below are the locations of the flags within each shrine.
Note: All shrines can be replayed by selecting them in the DNA Menu and going to Secret Locations. Terme di Traiano is the one exception. You can find this shrine by selecting it in Sequence 2.
Terme di Traiano
This shrine is associated with the "Golden Boy" achievement.
Flag 1: When you dive into the water and go through the only open gate, take a left.
Flag 2: You'll reach a gate/archway where you must use the broken piece of debris to climb over it. Instead of climbing over it, look left to see the flag. Jump back to the first piece of debris and jump to the wall to start making your way to the flag.
Flag 3: In the area with the balconies and pillars, it's on one of the pillars.
Basilica di San Pietro
This shrine is associated with the "Amen" achievement.
Flag 1: When you get to the top area where there are two doors leading outside to the rain, take the open area on your right. You'll see the flag which you must run up the wall and jump to the right.
Flag 2: As you chase you'll eventually start using lanterns to swing to different
platforms. Keep an eye to your left when you see two NPCs working on the building.
Flag 3: After defeating the Cardinal, go through the curtains, but don't leap. Instead, drop down to grab the last flag here.
Palazzo Laterano Shrine
This shrine is associated with the "One-Man Wrecking Crew" achievement.
Flag 1: Once you get to the second level area running along the beams, take a left when you have the option to go left or right.
Flag 2: You'll be in a room with a broken staircase and a statue. Climb the statue or wall climb and jump to get to the next flag.
Flag 3: For the last flag you'll drop down to the middle of some stairs. Look to your right to see where the flag is. Run up the wall and jump left to get across the gap to grab the flag.
Catacombe di Roma
This shrine is associated with the "Undertaker 2.0" achievement.
Flag 1: When you get to your first checkpoint (after climbing a ladder) look to the right in the big area to see the flag.
Flag 2: After you go down the big hole, you'll see a wall with a torch and some rings. Above is a gate with the flag behind it. Keep going, taking a right when given the option, then another right which eventually leads to the flag.
Flag 3: When you get to the chapel area (you'll see one of the wolf men), climb up and when you get to the poles, climb backwards to go higher to get a flag instead of going to the normal route.
Shrine in Il Colosseo
This shrine is associated with the "Gladiator" achievement.
Flag 1: The first flag is behind a prison gate in the first in the shrine. Go about your normal way up and just remember to jump over and drop down to get the flag before you leave the area.
Flag 2: You'll enter an area (after a chase) with a bunch of people. In this area when you get higher, you'll notice a red structure with red drapes. The flag is inside.
Flag 3: The last flag is very shortly after. You'll notice it moments after starting the horse chase. Either jump off and grab it quickly or dismount-jump (tap ) and mount on the new horse on the left.
This shrine is associated with the "Plumber" achievement.
Flag 1: After doing a small chase scene you'll end up facing 7 wolf men at once, then 4 more. In this area is the flag high up to the left of the direction the game wants you to go.
Flag 2: Continue on your normal path in the room with all the laundry. You'll get to the second floor area where more enemies will attack. The hallway they come from has the flag.
Flag 3: After fighting the leader jump into the water to the right of where you fought him, and dive under the gate to get the flag.