You must listen to at least a portion of a song (Might want to be safe and just listen to an entire song) from musical duos, 3 times across 1 playthrough. You do not need to be close to the duo, you can stand back and zoom in on them to hear the song and get credit towards this.
The duos are located as follows:
Mission 2 - Edge of the World - This duo is located below the rail system at Addermire Station, past the wall of light and after the Overseer building. If you're dropping off a body to Mindy Blanchard, the duo can be spotted from the top of the stairs that lead down to her.
Mission 6 - Dust District - This duo is located in the Crone's Hound Pub in Howler territory. You will have to stay back at a distance to avoid detection by anyone that could startle the duo. A good place to watch from is the third floor roof area that overlooks where they're performing.
Mission 8 - Grand Palace - When you start this mission, go to where the road splits (You should notice two guards at this intersection who will head off to the left) and take a right and go up the stairs to another main street. Heading left onto this street, you should see another street/alleyway on your right with a large spotlight. Heading into this alleyway, the duo is located at the end with a crowd. Be aware that this alleyway is patrolled by some of the Howler gang who will attack you, so approach carefully or from another vantage point.
At all costs, avoid doing anything in the general area to the duos to startle them. If they run away, you will not be able to watch them and get credit.
For those of you who are visual, below is a video by Random Chievo's, showing the locations.