You need to collect 5 of the Daredevil figures to unlock this achievement and it also unlocks Daredevil as a playable hero. The locations are:
Daredevil
ACT 1
WRENCHWORKS
OMEGA 1
Down right set of stairs in 1st conveyor room.
ATLANTEAN TRENCHES
ATLANTIS 2
Inside the safe near the sub(After you get the combination from the trapped Atlantean).
MANDARIN 2
Beneath 2nd fire breathing dragon statue on the lower level.
ACT 2
Dr Strange's Base
Up the left stairs upon entering the room at the end of the balcony.
MURDERWORLD 1
Small room closest to the entrance to the path of the spiked wall.
MEPHISTO 2
Where the 2 fire giants spawn( Near the "L" shaped area of the map by a dry tree)
ACT 3
BIFROST 1
Solve the puzzle near Odin's left hand.
ASGARD 1
Small forest clearing by the wide, straight bridge to the left.
NIFFLEHEIM 1
Jump on top of the building near the ramp(Near the Fire pit where you get your key)
ACT 4
SHIAR 3
Northwest above a "zigzag" section on your mini-map in an uncharted area.
SKRULL 4
Inside the right cell you open with the co-op switch.
Thanks to Crash for the locations