Skul: The Hero Slayer

The Headless is the, well, headless character sitting atop the center platform in the Black Market. Simply talk to him five different times to unlock the achievement.

Here's a video on how to do the achievement, but if you want a written walkthrough:

1. Play through the missions until you find the door to the black market, then enter.
*Note: It will be the door with letters/symbols written on the top and side of the door*
2. Go to the middle of the black market and check for a Headless man with a cape.
*Note: Only some NPCs are always there, and Headless isn't one of them, so this is hit or miss.
3. Talk to him 5 times for the achievement.

While you're there, I also recommend sticking around for 5 minutes for the "What Should I Buy?" and "Brain at Full Throttle" achievements.

For anyone struggling - I talked to him a lot of times (20+ at the very least) on many different runs. I managed to unlock achievement by talking to him 5 times *in a row*, in one room, without doing anything different.

The rest of the guide is as in the other ones: Headless is a guy in the center of the shopping room, with whom you may exchange your current head. He's not always available, it's about 50-50.