Same as above, however, I have just finished doing 100% completion with a buddy (DongleKing) and it only gave the achievement to him. We beleive that this is because it was his saved game, his hard drive, and he was player 1, or some thing along those lines, just be warned, this can be done with a sibling etc as a guest which would probably make things easier.
Just thought I'd let you all know, since I posted above DongleKing and I have just played through the whole game again, and received the achievement (again!).