This is obtainable on the first Hit List mission "Enter The Gauntlet." (I did one mission before I dove into the campaign as I don't recommend. It was frustrating with a fresh start offline.) Mostly a junkyard arena on this and if you die, you start over. Checkpoint is when you get to fight Frank Marshall himself and as the achievement is named, he is a Brotherhood with the chain, so watch your weapons. There are also several of the phasing Brotherhood members running around at this point, so try not to get killed.
Thanks for the confirmation, monndo & Tornad0s.