You must complete all villain missions in a single game: The Orb, Death Race, Mephisto, Scarecrow, and Zadkiel. You can fail a mission on the way to Zadkiel (the "wizard mode") and complete it after the wizard mode to get the achievement.
Individual villain completions:
The Orb: Complete lit outside loop shots (also indicated on the DMD). The Orb will blast the ball with his laser if it is in the middle of the playfield.
Death Race: Complete skill shots from the plunger from bottom to top within the time limit. Note that the right ramp will lead back to the plunger.
Scarecrow: Complete lit outside loop shot, followed by hitting a bumper (by hitting either loop) and repeat until the crows pick up the ball. At that point, use the shotgun to blast the crows which will complete the mission and initiate multiball.
Mephisto: Hit the lit ramps. This mission is complicated because Mephisto will at times say "My Turn!" which means that he takes control of the flipper and makes a shot (sometimes more than once in a row). Do not flip after he says this or you will lose a hit. Simply keep alternating ramp shots apart from the above condition and eventually you'll get him, though this mission is more likely than others to require a repeated try to get the achievement.
Zadkiel (wizard mode): Hit the lit loop to get the ball in the Pit. When it comes out it will be on fire for a few seconds. Hit the left ramp while it's on fire to score a hit on Zadkiel. Repeat 3 times to complete the mode. You'll have to complete this mode before going back to the other villains to, if necessary, finish any missions you may have failed.
ETA: Also, note that if you're about to fail Zadkiel and you want the achievement more than you want the points from keeping your ball in play, let the ball drain and you can reactivate the mode for another try. The other missions can be repeated over and over as long as they are not the last mission before Zadkiel