LEGO Batman

To unlock you need to have Batman, Robin, Nightwing and Batgirl unlocked.

You can get this achievement after the finishing the first Hero story.

Basically you need to go and buy Nightwing and Batgirl from the computer.

In games Nightwing can take place of Robins and wears his outfits (Magnet suit, Tech suit, etc.), whereas Batgirl takes Batmans place and wears his outfits.

You don't have to wait till you finish the Hero story to get this achievement. If you don't mind cheating that is...

In the Batcave go to the computer and enter the following codes:

JKR331 – Batgirl

MVY759 – Nightwing

Once you exit the computer the achievement will unlock.

It has been confirmed that just like the other Lego games cheats don't disable the achievements.

There are 4 Heroes in the game: Batman, Robin, Batgirl and Nightwing.
Batman and Robin are unlocked from the start.

There are two ways to unlock Batgirl and Nightwing, the first way is to complete the entire Hero story, once you have done this you can purchase the 2 characters and the achievement will be yours.

Alternatively you can use cheat codes, which do not effect your achievements.

From the Batcave/Arkham Asylum computer hub enter the following codes and the achievement will pop when you exit the computer:
Batgirl - JKR331
Nightwing - MVY759

Here's a video demonstration