Soulcalibur IV

To get this complete story mode with Siegfried. Then go to to customise him and under weapon select purchase, Soul Calibur (Final Form)

Complete story mode with Siegfried and then customise. Purchase the Soul Calibur (Final Form) and equip it. Save the customized Siegfried and it will unlock. Soul Calibur (Final Form) costs 30,000 credits if i remember correctly.

If you bought the Collector's Edition version of the game and downloaded its bonus DLC, you should get this Achievement and the matching one for obtaining Soul Edge automatically - the bonus DLC gives you the Ultimate weapons immediately.

You should be able to get the Acheivement if you purchase the Ultimate Weapons Pack on the Marketplace, but the weapons aren't hard to unlock manually so it's not worth spending the money/points on that download. (At least the CE comes with some extras as well).