The Incense Burner is the twenty-ninth treasure that can be found in Uncharted 2: Among Thieves.
The Incense Burner is found in Chapter 6 - Desperate Times . Finding the Incense Burner isn't too hard, though you're going to need to know precisely where to look, because seeing the usual telltale glint of the treasure in an outdoor area such as this is quite difficult. To find the Incense Burner, get through the collapsing building, cross the roof-to-roof bridge that Chloe tells you was built by the resistance fighters, and first deal with the enemies on the roof below you and to the left. Then, walk up to what appears to be some sort of raised doorway back into the building, with an air conditioning unit and water tank atop it. Climb up to this area, and you should see the treasure icon appear on-screen. Press Triangle!