Upon completion of this achievement, you will also get this one at the same time:
EDIT: Credit for this info goes to Faustus PHD. You actually need to finish the game to unlock the second classic Frank costume. To unlock all heroes, you need to collect all 60 stars, complete up to case 5 and purchase four costumes from the safe houses.
Here is a video of the locations of every star, however you can alternatively purchase the collectible maps for them to find yourself.
There are two different hero training missions for each of the costumes, except for classic frank. There is only one hero training mission for him(I believe so, if I am incorrect, please let me know. I have no recollection of completing two training missions for him.)
Here is a video of each of the hero training missions:
Time for each costume:Classic Frank-0:00
Megaman X-1:42
Ryu-3:42
Dante-5:59
Cammy-8:39
Viewtiful Joe-11:39
Mech Zangief-14:21
M. Bison-17:41
Adam The Clown-20:30
Arthur-22:47
Bass-25:14
Morrigan-28:11
Sissel-32:38
Zombie Frank-35:12
Jill Valentine-38:26
Amaterasu-42:50
Akuma-45:56
If you give me negative feedback, please let me know why or PM me so that I can improve on my future solutions