To unlock this achievement you must complete the 20 challenges found in the game. Each challenge has a theme to it and unless otherwise stated most challenges don't have Treasure Rooms, but most contain Shops.
1. Pitch Black
Unlocked by: Default
Strategy: You start with Isaac (without the D6) and is the same as regular run, but you have permanent Curse of the Darkness (always dark) and Curse of the Unknown (can't see your health). You can still go to treasure rooms, but there are no shops. Your goal is to beat the boss "Mom." Your best bet is to take it slow and keep track of your health either by memory or paper and be careful about taking Devil Deals and the Blood Donation Machine. Turning up the Gamma options can make Curse of the Darkness less of a problem.
2. High Brow
Unlocked by: Default
Strategy: You start as Isaac with the items:Butt Bombs, E Coli, Flush!, Number One and Petrified Poop. Your goal is to defeat the boss "Mom". The items you are given at the start will given you a high firing, but low range shot of tears, which require you to be close to your enemies, so try to find Range Up items or try to find Brimstone (good synergy with Number One). E Coli with allow you to run into enemy that don't hurt you on contact (ex: Gray flies, Mulligans and Hosts). It is advised to use Flush! when they are a large amount of enemies. With Petrified Poop you will have a higher chance of pickups from poop, usually coins to help buy from the shop.
3. Head Trauma
Unlocked by: Default
Strategy: You start as Isaac with the items: Iron Bar, Soy Milk, The Small Rock and Tiny Planet. Your goal is to defeat the boss "Mom". It will be difficult to target enemies, but it will be easier to hit enemies with tears facing away from them. Finding a good active item (ex: Krampus' Head) will be very beneficial, as well as passive item like Lump of coal (the range of tears will increase as they orbit) or Dark Matter for the Fear Status. It is also advisable to use either D4,D100,Missing No. and 1 or 6 pips dice rooms to reroll your items (Missing No. less advisable).
4. Darkness Falls
Unlocked by: Unlocking the boss "It Lives" and the character Eve
Strategy: You start as Eve with the items: Dark Matter, Dead Bird, Pentagram, Sacrificial Dagger, and Whore of Babylon. Your goal is to defeat the boss "Satan". You start out very strong and even stronger if you can get Whore of Babylon permanently active with Devil Deals and Soul Hearts/Black Hearts. It is advised to drop Razor Blade in favor of a better active item.
5, The Tank
Unlocked by: Unlock the character" Magdalene"
Strategy: You start with Magdalene (Maggy for short) with the items: Infamy, Lard, Thunder Thighs and Yum Heart. Your goal is to defeat the boss "Mom". You start with 5 1/2 out of your 7 heart containers full, you are slow due to your starting items, and have the ability to stomp of destructible objects such as:rocks, pots, poop, skulls and mushrooms, but be careful of the last two as well as bomb rooms due to damaging you. Finding an item that enables flying will help increase your speed. With your increased starting health, it will be easier to take Devil Deals at the 2nd floor.
6. Solar System
Unlocked by: Unlocking the item Transcendence
Strategy: You start as Isaac with the items: Distant Admiration, Forever Alone, Halo of Flies and Transcendence. Your goal is to defeat the boss "Mom's Heart" or "It Lives". In this challenge you have the Blindfolded status, which prevents you from using your tears for attack and making use of your orbiting flies for damage. The items you are given at the start also give you a transformation of "Lord of the Flies", which converts enemy flies into Blue Flies. WARNING Do not use the D4, D100, Missing No. or Dice Rooms to re-roll your run, you will have a high chance of being stuck without any means to attack due to still being Blindfolded. Items to look for: BFFs, Hive Mind and Gnawed Leaf (low chance without Treasure Rooms) to boost your orbitals and make you invulnerable, as well as a good active item like: Krampus' Head, Red Candle, The Candle and Boomerang. Avoid taking Devil Deals that effect your tears, like Brimstone and Mom's Knife because they are effected by Blindfold.
7. Suicidal King
Unlocked by: Unlocking the boss "It Lives"
Strategy: You play as Lazarus with the items: Ipecac, Mr Mega and My Reflection. Your goal is to defeat the boss "Isaac". Your starting items allow you to be strong, but My Reflection not only cuts the range, it will make the Ipecac come right back at you. So you must either try to make the shot hit the enemy or work the shot around you to land on the enemy. There's many way you can make this challenge work for you, rerolling is definitely an option.
8. Cat Got Your Tongue
Unlocked by: Transform into Guppy
Strategy: You start as Isaac with the items: Guppy's Hair Ball, Guppy's Head and Guppy's Tail. Your goal is to defeat the boss "Mom". Your starting items transform you into Guppy allowing you to fly and every time you hit an enemy gives a chance to spawn a Blue Fly. You are also Blindfolded, so your main sources of attacks are the Blue Flies you generate and swinging the Hair ball around. WARNING Do not use the D4, D100, Missing No. or Dice Rooms to re-roll your run, you will have a high chance of being stuck without any means to attack due to still being Blindfolded. It is best to try and get Hive Mind to boost your flies, BFFs to boost your hair ball, and find familiars that can fire tears. It is advised to find an active item like Red Candle and the Candle so you are able to attack easier than swinging the hair ball around.
9. Demo Man
Unlocked by: Unlock item Dr. Fetus
Strategy: You start as Isaac with the items: Dr. Fetus, Remote Detonator and Match Stick trinket. Your goal is to defeat the boss "Mom's Heart" or "It Lives". With your starting items you are pretty powerful already, the items allow you to use your tear bombs that can be detonated by your active item, it is suggested to keep the Remote Detonator. Items that enable flying will help keep you away from your bombs.
10. Cursed!
Unlocked by: Unlock the character Magdalene
Strategy: You start as Maggy with the items: Blue Map, Child's Heart, Raw Liver, The Compass, Treasure Map and Yum Heart. Your goal is to defeat the boss "Mom". You start with the Curse of the Cursed, it is a cursed specific for this challenges that turns every door into a cursed door except Treasure Rooms (yes this challenges has those), Shops doors and Boss room doors, Black Candle can not negate this curse. It is advised to find an item like Holy Mantle, Breath of Life or Isaac Heart to negate taking damage from the curse doors. Placenta will also help with this challenge at the cost of making the challenge take longer. Plan out your navigation carefully since you can see the entire map and where all specific rooms are on the floor.
11. Glass Cannon
Unlocked by: Unlock the items Epic Fetus and Loki's horns
Strategy: You start as Judas with the items: Book of Belial, Epic Fetus and Loki's Horn. Your goal is to defeat the boss Satan. Your starting items make you very powerful, so your focus should be on finding Heath Up items and defensive items, but avoid Luck Up items so Loki's Horns have a smaller chance to be activated.
12. When Life gives you Lemons
Unlocked by: Default
Strategy: You start as Isaac with 9 Volt Battery, Habit, Lemon Mishap and a Lemon Part Pill. Your goal is to defeat the boss "Mom". The best thing to look for is a good active item, because your starting items with give you charges quicker.
13. Beans!
Unlocked by: Default
Strategy: You start as Isaac with the items: 9 Volt, Butt Bombs, The Bean, the Black Bean and Pyro. Your goal is to defeat the boss "Mom". You start this challenge Blindfolded. WARNING Do not use the D4, D100, Missing No. or Dice Rooms to re-roll your run, you will have a high chance of being stuck without any means to attack due to still being Blindfolded. Find an active item such as: Red Candle, The Candle, Guppy's Head, or Tammy's Head. Even though you have 99 bombs try not to use them too liberally. Buying BoGo Bombs and Humbling Bundle will help for your bomb surplus.
14. It's in the Cards
Unlocked by: Default
Strategy: You start as Isaac with the items: 9 volt, Deck of Cards, Starter Deck, The Battery and two random tarot cards. Your goal is defeat the Boss "Mom". Use your card liberally, your charges will come quickly. The challenge is made easier if you unlocked the Chaos Card for killing bosses and the Credit Card for buying stuff from the shop.
15. Slow Roll
Unlocked by: Default
Strategy: You start as Isaac with the items: Cupid's Arrow, My Reflection and Polyphemus. Your goal is to defeat the boss "Mom". You starting items are pretty powerful, but finding items that make your tears spectral will help a lot.
16 Computer Saavy
Unlocked by: Default
Strategy: You start as Isaac with the items: Technology, Technology 2 and Spoon Bender. Your goal is to defeat the boss "Mom". With the starting items, the run to be relatively easy as long as you are careful.
17. Waka Waka
Unlocked by: Default
Strategy: You start as Isaac with Strange Attractor and Anti-Gravity. Your goal is to defeat the boss "Mom". Your tears with stay in place until fire them or enough time passes, unfortunately enemies will magnetize towards the tears which may run into you. It is best to find something that replaces your tears like Brimstone, Dr. Fetus, Epic Fetus or Mom's Knife, but re-rolling the run can also help.
18. The Host
Unlocked by: Default
Strategy: You start as Isaac with the items: Spider Baby, Mulligan and The Tick. The goal is to defeat the boss "Mom". You will be stuck with the The Tick, unless you find Mom's Purse or find the Match Stick if you have the Afterbirth DLC installed. Buying Hive Mind from the shop will increase the strength of the spiders and flies you spawn.
19 The Family Man
Unlocked by: Unlock Dad's Key
Strategy: You start as Isaac with the items: Brother Bobby, Sister Maggy, Dad's Key, BFFS! and Rotten Baby. Your goal is to defeat the boss "Isaac". You are blindfolded in this challenge. WARNING Do not use the D4, D100, Missing No. or Dice Rooms to re-roll your run, you will have a high chance of being stuck without any means to attack due to still being Blindfolded. You will be reliant on your familiars, so finding more familiars like Demon Baby, Ghost Baby and Lil' Brimstone will help. Buying Hive Mind will boost the flies from Rotten Baby (not affected by BFFS!) Make liberal use of Dad's Key to get out of tough spots since it only has two charges.
20. Purist
Unlocked by: Defeat the boss "Mom"
Strategy: You start as Isaac with no items and your goal is to defeat the boss "Mom's Heart" or "It Lives". This challenge is similar to a normal run as Isaac but you do not have the D6 and there are no treasure rooms, try to look out for secret rooms to find items to help boost and take your time with this challenge.
Those are the best I can give for these challenges because of the RNG of this game, the run you win will never be the same one someone else has won on. I do not have Afterbirth at this time, so I did not include much info from that until I can experience for myself. Good Luck!