The optional conversations are a new addition to Uncharted (and, if we're to believe that there won't be an Uncharted 5, we won't be seeing them again). There are 36 all together, some of them resulting in additions to your journal that don't actually count as journal entries, yet are still entered in the journal. They can add more meat to the bones of Nate's relationships, as well as giving you more information about the area you're in. And of course there's that sweet, sweet trophy for collecting them all. Allow us to take you through them.
Optional conversations in Chapter 3 of Uncharted 4
1. Unloading the packing crates
Speak to the lads unloading the crates from the shipping container you just helped haul up from the riverbed. They will commend you on your diving ability.
2. The bored dock worker
On the raised platform in the middle of the salvage barge is a worker leaning on the rails observing proceedings. Go up to him to have a little chat (but be warned that if you dawdle too long before doing so he'll walk away).
Optional conversations in Chapter 6 of Uncharted 4
3. In the lemon grove
When you've climbed into the villa's lemon grove with Sam you can ask him about what he missed while in prison (one of the things being the smell of citrus, which is thematic because you're in a lemon grove, you see).
4. The cliffs under the villa
After going through the building in the lemon grove, and before you've broken into the villa itself, you'll jump to a platform on the cliff, which is under part of the building and supports stone pillars covered in ivy. Sam will pause here and ask Drake if he took any photographs of his earlier adventures. The optional conversation is you choosing to respond. Nate will explain that, actually, his drawings in his journal are well cool, thank you very much.
5. The villa balcony
Once Nate, Sam, and Sully have planned their adjusted heist in a cutscene, walk forward and then right, out onto the balcony. You should see Sam leaning on the balustrade, and you can approach him to ask him how he's doing.
Optional conversations in Chapter 8 of Uncharted 4
6. The grave of Henry Avery
When you've opened up the secret passage under the graveyard you'll be faced with a puzzle involving a stone door and some giant crosses. To trigger being able to start the puzzle you need to examine the crosses. You can then speak to Sam about how Avery had a big thing for Saint Dismas.
7. The grave of Henry Avery (part 2)
Once you've solved the puzzle by lining up the lights properly run around to the door, where sam is examining the door. Speak to him before you interact with the door and you'll talk about zodiac symbols.
Optional conversations in Chapter 9 of Uncharted 4
[b}8. After the first test under the cathedral
After you've gone through the test with the bucket of water and the crosses and all that, walk forwards to the cliff edge immediately in front of you and wait for Sam to catch up if he isn't already there. He'll look over the edge and say "As I live and breath, would you look at this place!", and then the conversation prompt appears above his head (Nate, sadly, does not respond with anything like "Nah mate, I hadn't noticed.")
Optional conversations in Chapter 10 of Uncharted 4
9. Sully at the signal tower
At the solitary signal tower on the top of the cliff - the one that overlooks all of King's Bay - get out of the jeep and wait for Sully and Sam to walk up to it. Sully will take up station on the right. Speak to him for a bit of gravelly-voiced bonding.
10. Sam at the signal tower
Sam will be leaning, as is his wont, on the left hand side of the tower described above. Go up and chat to him for some more regretful prison talk.
Optional conversations in Chapter 11 of Uncharted 4
11. The lemur
Walk through the market, but stick to the left hand side. You'll run into a guy with lemurs climbing over him and an interaction prompt above his head. Hit that and then keep moving for more lemur-based high jinks and a conversation with Sully.
Optional conversations in Chapter 12 of Uncharted 4
12. Brothers' tiff
At the point where Sam is looking for a way to get you up to him Nate will start calling for Sam and talking aloud to himself about losing his brother. When you've found your way up to him, follow Sam to the edge of the outcrop in the next area, and when he's commented on the view you have the chance to start a small argument with him. It's never fully resolved, if we're honest.
13. The bottom of the cistern
This one is a little bit trickier to trigger than the previous ones. Once you've gotten into the cistern go into the room with the model village and blueprints and interact with everything in there (this means everything, so, looking at both blueprints, the model itself, the statuette at the side of the model, and all the carvings around the walls). Then swim around to the next room and examine the table of supplies. Once you've done this a conversation prompt will trigger with Sam.
Optional conversations in Chapter 14 of Uncharted 4
14. Upon finding Libertalia
When you've come across the commercial district of Libertalia for the first time, drop down and wait next to Sam until he points out that "Even without the treasure, this is quite the find!". Take the conversation prompt to be a Debbie Downer.
15. Sitting in the tavern
The first house on the left in Libertalia is a tavern. Climb up into it and there are a couple of chairs and a table still standing, in a convenient ray of sunshine. The conversation prompt here will make it fairly obvious. You can sit here with Sam, but make sure to string out the conversation until the end if you want to have actually collected it.
16. Finding the horse bones
Next along on the left from the tavern is a stable, which is still full of horses. They're just dead horses. After interacting with one to get a journal entry Sam will ask what you think happened in Libertalia. Respond to get the conversation.
17. The blacksmith
Opposite the stable is a blacksmith's forge, with some swords still on the bench. Interact with these to have a mock fight with Sam. This interaction then triggers a conversation about trading.
18. The stocks
Once you've come to the end of the main street through Libertalia's commercial district, hook right and around to Avery's statue. On one side of the statue are some stocks, which same will pose in. Go up to him to have a chat.
19. The barricades
When you arrive at the scene of the battle in front of the treasury (you'll know when you have; it's hard to miss) wait for Sam to walk forward and examine one of the bodies. You can then speak to him about it.
Optional conversations in Chapter 15 of Uncharted 4
20. Bodies in the treasury
Go up to the back wall of the treasury, under Avery's statue, and wait for Sam to catch up. There's a skeleton pinned by a spear on the left hand side; interact with that and then wait for Sam to wonder aloud what happened.
21. The Libertalia coin
After you've found all the notes around the treasury Sam will find something and call out to you. Turns out it's a coin minted in Libertalia. This is a bit of a freebie, since you need to trigger this conversation, and the following cutscene, to advance in the game.
Optional conversations in Chapter 16 of Uncharted 4
22. The packing boxes
As the brothers Drake leave the attic, and Sam tells you to look for notebooks with an off-white leather binding, go through the door on your left and have a look around. Sam will come in and ask you if the boxes remind you of anything, triggering a conversation.
23. A General History of the Robberies and Murders of the Most Notorious Pyrates
At the bottom of the main staircase in the house, turn left and go into the conservatory. In the corner you can find a book to interact with, which turns out to be Sam's favourite. After you put the book down you can talk to him about it again.
24. A General History of the Robberies and Murders of the Most Notorious Pyrates (part 2)
Once you've finished the conversation above another one will trigger, in which Nathan suggests they steal and sell the aforementioned book.
Optional conversations in Chapter 17 of Uncharted 4
25. Awkwardly discuss the state of your marriage without actually mentioning it
As Nate and Elena are trekking up to the jeep there's a point where Nate boosts her up to catch a ladder. Shortly after this she'll pause and Nate has a chance to awkwardly ask her how she's doing.
26. Awkwardly discuss the state of your marriage without actually mentioning it (part 2)
Immediately after the conversation above ends you have the chance to continue it. The whole thing is incredibly awkward, rife with unspoken tensions, and so on and so forth.
27. Awkwardly discuss the state of your marriage without actually mentioning it (part 3)
After taking out a couple of guards at the top of the first elevator, walk around to the right and wait for Elena to comment on how impressive said elevator is.
28. Awkwardly discuss the state of your marriage without actually mentioning it (part 4)
Once again, as soon as the conversation above ends, another optional one will trigger, which consists of one line of Nate being contrite.
29. In the lift to New Devon
While you're going up in the massive lift, with the jeep, Elena will comment that it looks like a postcard. You can then awkwardly move the conversation, with no grace whatsoever, into talking about emotions again.
30. In the lift to New Devon (part 2)
Follow up the emotional talk with even more emotions. Watch problems in a marriage being worked through before your very eyes. Then continue on your Goonies-gone-wild quest for pirate treasure.
Optional conversations in Chapter 18 of Uncharted 4
31. Digna factis recipimus
Hang around on the left hand side of the swamp in front of the gates of New Devon. Elena will follow you in that direction and eventually find and read out a threatening sign written in Latin. Speak to her to discuss the translation.
32. The gates of New Devon
Walk up to the front doors of New Devon and interact with them. Elena will read out the inscription above them, triggering the optional conversation to translate them and discuss the meaning.
33. The hanged woman
When you've dropped into the garden with hanged skeleton of a woman, pick up the note beside her, and wait for the optional conversation with Elena to come up. It's fair to say that if you saw a hanging skeleton you'd probably want to talk about it, too.
34. I could eat
After sliding through the house and falling back into the water, Nate will ask Elena if she's okay, and then she'll ask him. The optional conversation is responding (Nate is hungry, which is fair. We don't know when he last ate).
35. Avery's drawing room
When you and Elena reach Avery's drawing room you'll have a chat about how ostentatious it is, and Elena will mention that taking orders from a paranoid psychopath sounds like her first job. You can ask her to elaborate on that.
Optional conversations in the Epilogue of Uncharted 4
36. Vicky is a useless dog
This one is sort of sweet, we suppose. Go out onto the beach and watch your dog scamper up to the boat on the right. Go up to her and interact, and the optional conversation will come up. You'll ask her to find your parents, and she responds by doing jack all. Good job, Vicky.
Congratulations, you've collected all the optional conversations in the game, and earned yourself yourself another trophy! It should be noted that Nathan Drake's difficulty when expressing his feelings is not necessarily a great basis for relationships. But still, that trophy, eh?