To unlock this you need to collect all the shotguns the game. The majority is found in weapon crates throughout the map, but a handfull can only be collected by taking down bosses in various areas. Guns found in weapon crates can be modified with gun parts and accessories whereas it is not possible to modify guns collected from bosses.
Shotguns in weapon crates:
Super Shorty
SASG-12
SPAS-12
Guns collected of bosses:
El Obsequio (El Pulpo)
El Cuentista (El Wey)
SILENCIO! (El Sueño)