In the DLC Tiny Tinas Assault on Dragons Keep (towards the end), youll find yourself in an area called Hatreds Shadow. Continue along the only path until you come to a broken bridge on your right and a cave on your left. A little past those you will end up with a large entrance on your left and a small area with a bonfire to the slight right. Go down into that small area and there is a cave across from the bonfire that is marked as an enemy named 'The Darkness'. All you have to do is shoot at The Darkness until it is 'dead' and the achievement will pop.
Killing The Darkness with anything will get the achievement to pop but to get the door behind it to open you will need to kill it with a specific grenade mod called Magic Missile which is a random drop off wizards, necromancers, (both of whom will drop a blue version) and badass wizards (who drop the purple version). Inside you will find a dice treasure chest. Some people have claimed that killing The Darkness with magic missle did not make the achievement pop but trying again (leaving the area and returning) with a gun did so its advised to kill it without magic missile.
The whole bit itself is in reference to the comedy sketch by The Dead Ale Wives.