This should be the order you can get these facts. Just be sure to explore the areas fully before advancing the story.

You'll need to backtrack to The Doctor before moving forward for this one.
1.

Continue forward to get these next few.
2.
3.
4.
5.
6.
7.

You will have more opportunities to get the next few throughout gameplay but if you explore the area you can get them all before continuing on with the story.
8.
9.
10.
11.
12.
13.
14.

After the battle and cutscene return to the area it took place for this one.
15.

Get this one after you throw the pebbles.
16.

I got this one as I was following Black Rod, which wasn't that easy, there is another oportunity later in the sewars as Rory with Amy following you to get this one and it's much easier.
17.

Explore this next area with The Doctor to get these.
18.
19.
20.
21.
22.

These next two are in the pub as you head down under the bridge.
23.
24.

This one is under the bridge.
25.

Don't forget this one when you are in the sewer with Amy on your way to retrieve one of the golden rods.
26.

Get this with Rory on your way up the clock tower to retrieve the other golden rod.
27.

Get these next two as you follow Guy Fawkes. The first one is in the room you start in to your left.
28.
29.

Grab this one when you get to the room after running through the crumbling corridor but before you duck through the next one.
30.

The next three with The Doctor.
31.
32.
33.

This is actually the best time to get this fact. I missed this one and had to load my last save, luckly I was still able to get it. You will actually be Amy at this point, not Rory.
34..

Grab the next three when you switch to Rory. they are all in the room before you leave.
35
36.
37.

When you get control of Amy the last four are in the room before you leave.
38.
39.
40.
41.

Congratulations achievement unlocked!