I had finished the game and had either purchased all of the characters that I found in each of the worlds or purchased them by selecting the slot in the character select screen. The achievement would not pop for me. I went through and made each character my active character thinking maybe something was just stuck. Still no joy. Here's how I finally got the achievement to pop:
Go to the Left side of the Police station in Bricksburg and put in the following codes:
Rage Unikitty - 6LK78NN9
Blacktron Fan - 6LKMNDHR
Johnny Thunder - 6LK3FRL6
Robo Pilot - 6LK3RRY4
Then hit the menu button, select extras and the first option is enter code. Select that. Enter
Vitruvius (Young) - BC2XJ5
As soon as I did that, the achievement popped and I was 100% completely done with the game. Good luck!