Resident Evil: Operation Raccoon City

I actually got all 3 achievements in one play in Solo ("Died Trying", "The Loyalists" and "A Hero Spared").

First, choose to protect Leon and die against your team-mates (run up to them and let them melee you to death as its quick). You'll get the "Died Trying" achievement.
Then it reloads to the cutscene with Leon again.

Once again, choose to protect him and this time kill your opposing team-mates (shouldn't be too difficult on Casual or Normal). This will net you the "A Hero Spared" achievement.

Now as soon as it pops up before the game can autosave, pause the game and choose "Exit Game".
The game autosaved at the start of the Leon scene. So this time choose to execute him. When you've killed the opposing team-mates and Leon (he can be quite tough), you'll get "The Loyalists" achievement.

And there you go, all 3 'ending' achievements in one playthrough :-)

You can get this achievement along with either "A Hero Spared" or "The Loyalists" in the same game. It can be solo, as once you die you'll be put back in the cutscene making the choice to either Execute or Spare Leon. As the above solutions said, all you have to do is run up to one of your former teammates and allow them to CQC kill you fairly quickly.

Using this method, I earned both this achievement and loyalists in the same game...wasn't expecting to be thrown back into the choice again.

Another neat trick you can do to net both "Died Trying" and "A Hero Spared" is to have at least two other friends. Defend Leon, have at least two people on this team and have all but one of them die. The other kills the opposing team and you'll net both. I've not tested whether you can all die and let Leon kill the opposing team but in theory it should work as well.