I didn't get the achievement after I beat the game. I did all acts but one solo (replayed afterward solo) and in did them in reverse order.
Originally Posted by The Pants Party
1. If you played co-op and were host, but did not get the achievement... have a friend host a co-op game and you should get it after a few scenes, if not the first one.
I got this to work for me, but I did it on splitscreen and played as Knight. The achievement unlocked as soon as I got to the equipment box at the beginning of Act 1, Scene 2.