2Dark

While I'm not 100% sure of the requirements for this achievement,
It seems you need to have all the kids make it to the exit at about the same time. And based on the "in one go" part of the description, I did so without manually saving at any point. That being said, by far the easiest level to do this on is the first/circus level. If you've already completed the rest of the game, just go into the options menu and you can restart the adventure.

Unfortunately I dont have a video for this, so text walkthrough it is:

First, grab the stick from in front of the stall on the left, the run around the back of the stall on the right, where you should find some batteries for your flashlight. Once you've got these, head inside the haunted house ride. Immediately upon entering, head right to grab some more batteries.

Start making your way through the dark ride, keeping an eye out for pitfalls and spots where spikes will pop up and kill you. The latter can be triggered by hitting them with the stick if need be, but once you know where they are, its slot quicker to just go around them.

Pretty quickly you'll come to the power generator. Once you turn this on the first enemy will drop his crowbar and start making his way to turn the power off, so immediately start going back around, through the ride, to where the enemy dropped the crowbar. Equip it, make sure your flashlight is off, and stealth kill the enemy.

Just to the right of where you picked up the crowbar is a box that should have a key in it that you need, so grab that before hitting the switch to move the ride car and progressing.

In the next section there's 2 enemies patrolling that you can kill if you've opened more of the boxes within the ride and gotten more ammo for the gun, but it's fairly easy to get past them without doing so. Either way, hit the gate with the crowbar, then use the key to unlock the small room next to you and hot the switch to open the gate.

Head in and the door will close behind you. Before equippimg the candies and throwing them at the switch on the right opening the way forward, make sure to recharge your flashlight.

Now, when the boss is trying to sneak up on you, have your flashlight on and when you look at him, he will start running away. Chase him and herd him to the left (ignore the kids for now, they're fine), through the tunnel area, right into the lion's. He'll wake them up and get eaten. This *should* get you the the respective achievement,but cant confirm since I'd already unlocked it.

Once the clown is dead, get at least one of the lions to follow you down into the next area. There's no enemies on the left side of the area so head there. Hopefully on the way the lion will see one of the enemies and stop following you. If not, there's a spot in the very bottom left you can creep around and prevent the lion from attacking you. But eventually the lions and the other enemies should fight eachother. After doing this with both lions, there will be one enemy left which you can just shoot and kill. Regardless of which enemy is left standing, it should only take 1 shot.

Grab the dock key from the office between the sleeping lion and warehouse areas,then head back and start gathering the kids to make your exit. There's the obvious 3 you saw when the boss fight started. One in the left cage where the lions were sleeping and the boss got eaten, and the 5th in a crate in the well lit area to the right of the truck, right by the exit. Once you got all 5 kids grouped up and following,hit the exit.

Once outside, park the group in front of the stalls and tell them to wait by pressing B. Head inside the old womans shack, using the crowbar to free the kid in the box. Get him and the other kid in the room to follow you outside. Upon doing so, get the other kids back to following you and head for the "way out" area. The kids should get there 1 right after the other, netting this achievement.

I did this on level 2, the hotel.

There are 5 children in total - one on level 3,4,5 and two on level 6.

The child in level 3 is locked behind the electrified gate - just take the fuses out of the fuse box (located on the stairs of this level), so you can then open the door.

The child in level 4 is in a room protected by two guards. Kill them first, so you can get the child out.

The child in level 5 is in the back room. Poison the fat bird (see my other solution), then deal with her friend in the back room, so you can get this child out.

To access floor 6, you have to pick up the 6 dolls dotted around the level - then you need to put the dolls on the correct podium. The podiums spell out "SYLVIA", so juts put the doll that begins with S on the first podium, and so on. The audio makes a sound when you put the right one on each podium. If you cant find a doll, go back to the camera on floor 2, turn it on, and watch the screen, and it will show you the floor so you know where to look (worked for me as I was missing the doll on the first floor).

Once the door opens, there is a child in there, plus a secret room in the back behind the curtain and another child is in there (watch out for the pit in the middle of the room!).

What I did was that every time I rescued a child, I left them waiting on level 3 - then when I had the children from floor 6, collected them all, and walked out the hotel. Good luck!!