To obtain the Ankh, you will first need to get the Udjat Eye which is located in a chest in the Mines. It is possible to do this without the Udjat Eye, but you'll have lots of trouble without it. Sometimes you won't get a stage with a gold key and chest, so you'll have to start from the beginning of the Mines again. If a stage spawns a chest, there will definitely be a gold key to open it. When you find the key, pick it up and carry it to the chest. The chest will give you the Udjat Eye.
Now you need to clear the Mines level. When you arrive in the Jungle, you'll need to find the Black Market. The Udjat Eye will blink blue and make a beeping noise when you are near the Black Market. Search every area of the Jungle stages until it starts beeping. You'll know you're getting closer to the Black Market when the Udjat Eye begins blinking and beeping faster. When it starts going very fast, place bombs around the terrain to reveal the door to the Black market. Sometimes you will have to dig deep into the ground, and sometimes it will be above you, so if you can, bring paste with you to the Jungle.
Once inside the Black Market, you will see many shops with most of the items in the game available to purchase. Be careful in here, because there are still traps and enemies. Look around until you find a shop dedicated to an object that looks like the one in the achievement tile. The Ankh costs $50,000, but you can just steal it and get the achievement even though the shopkeepers will kill you immediately. To reach the City of Gold you will need the Ankh, so if you're attempting to get there during this playthrough, you will most likely want to purchase it.
The Ankh will revive you upon death, but it will break and not be usable for the rest of that playthrough. You will need it for City of Gold. Once you pick up the Ankh, the achievement will unlock.