Final Fight: Double Impact

There are two ways to get this:

1) Locally

Either do this with another person locally or hook up a second controller and play with yourself (innuendo intended).

2) On XBox Live

When you start a new XBox Live game, hit the guide button and invite your friend to the game.

Note that, in either case, you have to do the inviting at the character select screen if you want to get this on one playthrough. The game does keep track of which levels have been played in co-op so, if someone drops out or starts late, you just have to re-play the missing levels. This is especially convenient if you accidentally invited your friend in after the game started. In this case you'll just have to replay level 1.

If you can swing it, it'll help if you play with one or two friends. In order to unlock everything in the vault, you'll need to maximize your speed and score while minimizing your lives lost and continues and this is much easier with buddies.

Go to "Custom Game", set it to "Xbox Live", and then "New Game". Invite your buddy in at the character select screen before you select your character. When he gets in, you should both select your characters, and from there, simply beat the game.

Note that there is no lobby system, and if you invite somebody in even at the beginning of stage one, you will not get the achievement - you HAVE to invite at the character select screen.

You can do this by yourself; select "custom game", then choose "local", choose your difficulty and last but not least create a game. Press "start" on a second controller, select your characters and play all the way to the end. You have to move with the second player to progress though, but it worked fine for me. This way you can even get more than one achievement in one playthrough. I got the "Final Fighters" achievement, "Who's that Guy" and "Coin Gobbler". All three popped up after the last boss.