Dossiers are a form of collectible in the game. They are little hologram looking devices that give you information on characters. To check your status in each level, hit and then for statistics. You will see how many you need for that mission. Also, you can go to load from the start menu, go to select mission, and it will show a list of your progress There are 24 dossiers in the game, meaning more than needed for the achievement. You only need 15 of them. Also, if you press , you will see "collectibles". Choose that and it will show you the various characters in the game.
For locations on the dossiers, click HERE.