!!! PLEASE READ THIS BEFORE GOING FOR MASSACRE !!!
As someone mentioned before, if you got Millionaire achievement with drop-through-the-floor-in-the-shop glitch, prior getting Massacre then the latter might not unlock for you (and Explorer as well). So this is possibly partial solution for Massacre not unlocking at 1000 kills.
So here it goes: I said it's partial because if you have save file with more than 1000 kills this won't work for you. Achievement system just tracks hitting 1000 threshold, not 1010 or 1200. (Bad coding example...).
So here's my "story" and what I did (step by step) to unlock the achievement.
1. I've got Millionaire achievement with above mentioned glitch.
2. I did not have the Explorer achievement at that moment.
3. IMPORTANT! I was replaying The Don mission to get 1000 kills, but I SAVED THE GAME (subs on/off method) when I got 993 kills. Let the enemies kill you at this point.
4. IMPORTANT! Started The Don mission again, but when I hit 1007 kills with NO Massacre achievement unlocked, I quit to dashboard without saving (just power off console or quit to dashboard from the game without returning back to menu or saving the game).
5. Just to be safe I copied Mafia II save file to Flash drive.
6. Started the game.
7. Selected Jimmy's Vendetta and pointed to Flash drive when asked. After game has started I checked that I still have 993 kills;
8. Pressed Continue and started The Don mission (can be any mission I think);
9. After exactly 7 kills Bang!!! achievement poped, saving me a lot of time and nerves instead of redoing it on the fresh save!
REMINDER: If you just started your way towards 1000 kills DO NOT FORGET to save somewhere between 990 and 999 kills.
Hope this will help to those of you who just going after Massacre cheevo or for those who have save file with less than 1000 kills.
This is confirmed as working method.