Collect 4 Lifestone shards to complete a Lifestone, which increases War's maximum health. War can have a maximum of 10 Lifestones. You acquire several full Lifestones simply by killing key bosses throughout the course of the game; the rest are collected from hidden chests.
Collect 4 Wrath shards to make a Wrath Core, which increases War's maximum wrath. War can have a maximum of 10 Wrath Cores. Wrath shards are collected from hidden chests throughout the game. One shard and one core must be purchased from Vulgrim. Another core is rewarded for collecting the Overlord artifact (see below).
Artifacts come in three flavors: Soldier, Champion and Overlord. There are 20 Soldier artifacts, 6 Champion artifacts and one Overlord artifact scattered throughout the realm. Artifacts can be sold to Vulgrim for extra souls.
Collect all 20 Soldier artifacts for a Lifestone shard. Snagging all 6 Champion artifacts also gets you a Lifestone shard. And if you capture the single Overlord artifact, you'll receive a Wrath core. The reward is given when you sell the final artifact of the set to Vulgrim.
Artifact: Soldier (2x)
Requires: Abyssal Chain
This shard is hidden in the Library part of the Crossroads map. You'll see it at the very beginning of the game, but won't be able to get it till after you acquire the Abyssal Chain. With the Chain, it's an easy swing across to the chest.