Chapter 6: Ruins
Towards the end of the "Ruins" chapter you will need to climb a wall with your pipes to reach a bridge. There are two paths you can take and it will determine whether you get to save Annette or Kessler. If you go left (through the bathhouse) you will be saving Annette and if go right (through the workshop) you will be saving Kessler. In order to progress in the story you will automatically have to save one of them. Unfortunately, you cannot save both in the same playthrough. You will have to replay the chapter via chapter select to get both trophies / achievements.