As you explore all of the locations during missions, you will find Runes which are on top of some kind of pedestal. These are Outsider Shrines and when you grab the Rune, you will be visited by The Outsider, who will talk to you a little bit about your current situation. There are only five of them in the game.
#1) This is located in the High Overseer Campbell mission. In the first main area, there is a path to the right and you can see someone throwing something off of a balcony. Make your way to this balcony, head downstairs and go out the door next to Granny Rags. The Outsider Shrine and Rune will be at the end of the path.
#2) This is located in The Royal Physician mission. When you get to the second area, get onto the roof of Pratchett's house. You'll see a balcony overlooking the waters, so Blink onto it. Inside this building you'll find the next Rune, which is on the Outsider's Shrine.
#3) This is located in the House of Pleasure mission. When the mission begins, go up to street level and go to the left, where you'll find some stairs to some higher ground. To your right is a building and there's a doorway where you can get inside. Go up the stairs until you get to an open doorway, so go inside. The Outsider Shrine and Rune will be inside.
#4) This is located in the Return to the Tower mission. It is located in the Torturer's room, which is in the basement of the tower. From the main foyer, there is a door on the right side, which will lead into the kitchen. Take the stairs in the kitched to a long hallway; go straight down the hall and go into the doorway at the corner. This will lead down to the Tortuer's room, where you'll find the Outsider Shrine and Rune in the corner.
#5) This is located in The Flooded District mission. In the room where you confront Granny Rags and Slackjaw, go upstairs and into the bedroom. There's a door up here that leads to some stairs, where the Rune is resting on an Outsider Shrine.