This requires beating the final boss once as a Scarab, Falcon, and Asp. The achievement is somewhat glitched though as it may not unlock right away. The trick to unlocking it is to beat the final boss as each of the three characters without exiting the game. Once you reach the final boss with all three characters, just load up each save and beat the boss three times in a row to get this. Thanks to Colonel Red for the tip. I was afraid at first that it required completing all objectives, but thankfully it does not!