*****EDITED FOR AFTERBIRTH*****
You must die in a sacrifice room holding the missing poster. You get the poster by defeating the lamb with isaac!
This is achievement can be done in seeds, except for the Azazels run. It can also be done on normal, not hard. Here are some amazing seeds I used to get the achievement:
*These must all be done without failing, no dying!* There is a trick to keep the game from regestering your death, as soon as you die PAUSE THE GAME then quit to main menu. the game will say you have not died and not count twards your deaths.
Unlocking before the DLC:
The Lost is unlocked via very specific deaths which must be done in order without dying erroneously between runs. The lost can be unlocked with seeded runs at any step of the process except for the final one.
1.) Isaac must die from a Mulliboom in the basement/cellar. A very easy seed to do this is CD2H NNRN, run around hurting yourself with the spiders, there's gonna be 3 mulliboms in there. Keep in mind you have to be in Hard. Alternatively, the seed Q2V4 YZET has a 2x2 room full of mullibooms when playing on hard mode, or G8Y6 SY8J for a room beneath the spawn with 3.
2.) Magdalene must die from one of her own bombs in the Caves/Catacombs. Alternatively, the Towers tarot card can also be used. A seed that gives you Pyro on the first floor in the Treasure Room is AQAD A76B.
3.) Judas must die by Mom's foot or Mom's hand during the boss fight. Being killed by anything else in the fight will cause the run to fail and you will need to start over from the beginning. Do not pick up pyromaniac, because it grants you immunity to Moms Foot. The hand is still fine, but if you don't have red mom, its substantially more difficult to make sure you get killed by the hand itself. (TIP: Mom's first attack is always her foot stomp, so entering the fight with half a heart or one heart is the easiest way to ensure you die from this attack). An easy seed for you to get to Mom, which has a room with spikes to damage yourself down to one heart or less is 1337HAXR (not a really easy run..). Another good seed to use as Judas would be 8LDE 8XDX, as it allows you to get high damage within the first two floors, but take note that there is nothing in the first Cursed Room. (lot of easy rooms items are : 1st floor : Sad Onion + Cat-O-Nine Tails, 2nd Floor : Spiders Box (meh) + Rotten Meats, also from start, go left, down, down and get 1 soul heart from a poop + 2 from marked stone, 3rd Floor : Ipecac + Sacred Heart if you got Angel Room, also in the room directly down from spawn there is a magic mushroom if you bomb the mushroom to the left of the middle of the room, and from here it's a really easy run)
4.)Azazel must die by any of Satan's attacks.To be sure you are killed by satan only, die on his second phase, if this fails and you kill him by accident you can still die to his foot attack. Note that resurrecting with the Ankh, Judas' Shadow, and/or Lazarus' Rags and dying in the appropriate fashion still fails the requirements and you will have to start over. You can use the Dead Cat but you will have to lose your very last life to Satan. Don't use a seed with Azazel, because you can't unlock the Lost in seeded runs. If you used a seed you have to do everything again.