Most of the action figures will be unlocked by completing the game and finding all 30 BSAA Emblems. However, two require you to S-rank every level. This isn't very difficult once you have unlocked unlimited ammo on a magnum and go back to play the game on Amateur. You are ranked by accuracy, enemies kill, deaths taken and time to complete. Just blast through every enemy in solo mode (don't give Sheva a weapon) and you shouldn't have any problem getting an S-rank. Once you unlock the final two, the achievement will pop after purchasing them.