You need to collect 5 of the Daredevil figures to unlock this achievement and it also unlocks Daredevil as a playable hero. The locations are:
Down right set of stairs in 1st conveyor room.
Inside the safe near the sub(After you get the combination from the trapped Atlantean).
Beneath 2nd fire breathing dragon statue on the lower level.
Dr Strange's Base
Up the left stairs upon entering the room at the end of the balcony.
Small room closest to the entrance to the path of the spiked wall.
Where the 2 fire giants spawn( Near the "L" shaped area of the map by a dry tree)
Solve the puzzle near Odin's left hand.
Small forest clearing by the wide, straight bridge to the left.
Jump on top of the building near the ramp(Near the Fire pit where you get your key)
Northwest above a "zigzag" section on your mini-map in an uncharted area.
Inside the right cell you open with the co-op switch.
Thanks to Crash for the locations