The History of the Chantry: Chapter 1: Discovered in the Chantry during Act 1. It is on a table on the right side of the room upstairs. (Where you fight the Templars during Anders personal quest.)
The History of the Chantry: Chapter 2: Located on the podium where the Grand Cleric is standing, during Act 2.
The History of the Chantry: Chapter 3: Located on the same podium during the quest Following the Qun. If you do not get it during this time, you will lose it.The best way to get it is after the first initial cutscene when you first enter the chantry, you will have a 1-3 second time gap to pick it up before the fanatics or the qunari climb the stairs and engage you in combat. If this fails, a different way to get it is to remain at the podium during the fight, and stay facing the podium as much as possible. After the fight, you have a 3-5 second window to grab it. (Note: To avoid missing this codex entry, pick it up during the heat of battle. Bring up the radial wheel while fighting to pause the action; you can then target the podium and select the codex entry. Your character will pick up the entry even though there are enemies around.)
The History of the Chantry: Chapter 4: Located in the Chantry during Act 3. Go up the stairs on the left. The book is on top of the stack of right-most crates between the bed and the table. You must obtain it before certain events take place in Act 3, or you will lose it for good. One would advise to obtain this chapter early in the Act.