There are a total of 4 doors that you can unlock. They won't set you back hardly any time at all and are normally a part of your path anyways. Though you don't offically unlock the door to the pawnshop, it counts towards the achievement. The pawnshop is unlocked by the owner after you save him.
Sheriff's Office: You must go through the back in order to unlock this door. To get there, enter the alley between the pawnshop and bowling alley. Follow it until you get to the Sheriff's Office. Explore if you want, then exit out of the front door.
Fish 'n Hunt/Shed: These should be combined. You will need the shed key, which is near the hunting store. Go to the alley behind the casino and onto the garbage can near the fire escape. Jump to the fire escape which leads up to the hotel. Go left, then right at the broken stairs and in the lone room to find the shed key. Now exit back out and jump over the rail to the vent. Jump from the vent to the other side of the opposite building. Follow it around to the awning, following it until you jump onto the hunting building. Fall through the hole. I suggest grabbing the broadswoard, you'll need it for a survivor later. Now exit which gives you an unlock, and then run to the shed and unlock it as well.
Theatre: Head to the movie theatre and go inside to where the screen is. Exiting out of the right door will count as an unlock, the last one if you followed my order.