This achievement is story-related and cannot be missed. This is the final Story Mission.
If, like me, your achievement don't pop when it's supposed to, follow these steps and they should unlock.
Open your profile, you do this by pressing the Xbox (dashboard) button on your controller. Navigate to the left until you get to your Gamertag. Press A, select "My Profile". From here navigate to the right twice. You should be under the Gaming tab. Here, select Borderlands 2. Once the screen loads, your achievements should pop. I take no credit for finding this method. Credit goes to Ghost m0de.