Every level has coins scattered about, often in plain sight, and many times "hidden" inside of the lanterns/torches that litter the decor of each area. If you run around grabbing every coin and shooting every lantern, this will unlock early in the 2nd area of the game, Swampland.
However, don't worry about missing it. This achievement IS cumulative, so you can simply replay levels over and over to collect the same coins and unlock the achievement as well.