There is one possibly missable Trophy in Horizon Forbidden West. The Trophy All Machine Types Scanned requires you to scan every type of machine in the game. This isn't too hard, but in the final Main Quest, there is a unique machine that only appears once in the whole game. We won't spoil anything, but you must remember to scan it before you defeat it. To be safe, we would recommend making a manual save before you begin the final Main Quest, Singularity. This way, if you fail to scan the last machine, you can replay the mission from the manual save and try again.
It is also worth noting that the machine Specter only makes a handful of appearances throughout the game, so make sure you scan one of these as well to make sure you can get this Trophy.