To get this Achievement, you must collect 200 treasures which take the form of Treasure Chests, dropped by enemies in Scenario Campaign mode. I myself had to go beyond 200 to about 260 or so before it popped for me, and I've heard similar stories from others, so you'll likely be going beyond 200 as well.
The best way to get this is to clear the Scenario Campaign normally and collect however many you can along the way (no need to grind until later). Once you've completed the game, you can remove unneeded skills/clothing from your characters and equip clothing that increases the drop rate of items to as high a percentage as you can (only one drop rate article of clothing per character, as more than one does nothing).
You can grind Nightmare Train for S Rank Treasures in the hopes of getting a 100% item drop rate clothing piece, otherwise just equip what you have and go Millennium Tower Heliport (Kazuya's Stage) and take down Anna, Kazuya and all of the enemies that appear for treasures. Then repeat the process until the Achievement unlocks. As I said before, you will likely pass 200 before this unlocks so just keep going, I promise it will unlock eventually!