Niffelheim

The trophy tile for this is a little misleading. Even though it's showing the "I", this is actually the third and final upgrade tier for your defenses.

You need to upgrade your Defenses to Level 6 to get this trophy, which also means you'll be going through the full Wood and Clay upgrades to get to this point. If you're looking for a breakdown of the materials needed, please see Great Architect. As soon as you've done the first tier of Stone upgrades on your Castle, Walls and Towers, the trophy will unlock.