Shovel Knight: Specter of Torment

Specter Knight's secret room is located in The Lich Yard. The room after the room with the first Super Skeleton (the first room that gets illuminated by lightning) has you advance to the next room by jumping down a hole in the floor. When you reach the ground below, hit the wall on the left side of the screen to destroy it. Once you do that, walk into the newly created hole in the wall and jump. This will destroy the floor below you and reveal a ladder that leads downwards. In this room you will find a uniquely coloured Super Skeleton so talk to it and it will open the gate behind it, thus allowing access to another ladder. Go down this ladder then when you enter the next room, the trophy/Feat will unlock.