According to the official game guide the actual requirements for that achievement are to complete Darkness returns which is the final Thieves Guild quest as well as the four City Influence quests.
Markarth - Silver Lining
Solitude - The Dainty Sload
Whiterun - Imitation Amnesty
Windhelm - Summerset Shadows
These are all obtained from Delvin Mallory, check the quest page and see if you missed any of them. The armour shouldnt be needed and you can only get one piece of it anyway, however if you want it there is a level 100 Pickpocket perk that allows you to pickpocket any equipped its though I'm not sure if any admire you manage to steal from Guildmates in this wY wil work
