Endurance Race Achievement
Clear all stages without returning to the World Map.
To get this, clear all the stages without returning to the World Map. After you complete each Act you will need to press to advance to the next Act. Not doing this will send you to the World Map. I suggest doing this either on your first playthrough (just try not to Game Over while doing it) or after you have Super Sonic.
Note: This apparently does not unlock if done in Co-Op. Most likely because you don't see cut-scenes while doing it.