For this achievement you must finish all the missions in Halo CE, Halo 2, Halo 3 and Halo 4 in Legendary difficulty. You can do this in SP or co-op.
You must be careful if you're using skulls as some may void the achievement. These skulls have a warning on them before you start the mission (anything with a x0.00 multiplier).
If the achievement glitches you can: restart the game, restart the console or go to the game hub and tab to 'progress'. The last method appears to be a new feature that refreshes your stuck achievements. Worst case you might be stuck waiting a week or so (at least according to forums on the topic).