"New York" is the first available episode in the campaign. This episode consists of four levels, of which they are:
1. Descent
2. Tunnel Vision
3. Hell and High Water
4. Dead in the Water
This must be completed from start to finish, and joining a session in progress will not progress this achievement. As stated in the achievement, this can be completed on any difficulty so you can easily pass through it on Easy, or punish yourself for no reason and play it on Extreme.
**For me, this unlocked after completing the episode from start to finish. For the achievement to unlock flawlessly, I would suggest doing the same**