There are medals for each dungeon, such as completing the game in under x minutes. This is shown when you complete the dungeon and does not all have to be done in one go. If there is a medal to the right of the line, then you have completed that task.
All medals can be easily got with inf. ammo, double jump, and rhino armor modifiers on. For the Golden Spider and Chalice of Gods, many of the medals can be unlocked easily by jumping out of the map at the beginning and running to the end.
Definitive walkthrough for getting all of the achievements in the game: