After completing the 20th and final level, the previous achievement, Kang's for the Memories, will unlock and then this one will pop shortly afterwards as you would have completed every story mode level up to this point.
If you have any issues along the way, please refer to the video playlist and wordy guides below:
https://www.youtube.com/playlist?list=PLYpDU5ElRBfmlKGMF80dW...https://gamefaqs.gamespot.com/xboxone/209993-lego-marvel-sup...