This achievement is easy but a little annoying if you have no friend to help you.
The easiest way to get this achievement is just play split screent co-op with your buddy on easy. Once you finish the last level. You will get the achievement. You CANNOT do this on your own with the two controller method. If you try using two controllers split screen and play both characters on your own. You will be able to make all the way to the very last part of the last level (the airport runway). This is the part where Kane and Lynch have to reach the airplane before the stairs are taken away. NO MATTER what method you use and no matter how fast you go, if you are doing this on your own, the stairs will ALWAYS leave before you get there. What I did to get this was played split screen coop until I got to the last stage. Then I went online and ask a stranger to play the last level with me. Boom, got it. Again, the easiest way is to do it with a buddy at home, not online. I did not have a friend who had this game, so it was a little more bothersome but I went online and some random guy helped me out.