This achievement is titled, "This Circus Is A Disaster".
At the start of Act II, you will exit Didi's house through the downstairs door. After traversing across two openings in the Void, you will be required to enter into a circus tent. After the expositional story using shadows is finished, you may exit the tent and receive the achievement. This achievement is story related and cannot be missed.
F.Y.I.: There is a luminary hidden behind the circus' stage.
Marty: [singing and dancing] "Da-da-dadadada-da-da, circus, da-da-dadadada-da-da, afro! Circus afro, circus afro! Polka dot, polka dot, polka dot afro!"