The King of Fighters XII

This achievement is obtained by defeating all 5 sets of 3 characters in one run of arcade mode using Ryo Sakazaki. This means that you don't lose a round, thankfully you can keep a second controller at hand to interrupt a round you would have lost.

Ryo is actually a fairly decent character, and has a good go to move on the simple control scheme. By jumping in with a heavy kick and then doing away + Heavy Kick (B) you can get the enemy in a loop usually making your rounds much easier. Even if they don't keep letting it happen, it's not an overly tough move to land. The special move by itself is very effective as it lunges towards the enemy. As for ultras, his down + away + Y is a lunging barrage of attacks. This ultra is good, however I personally had more success using his down + Forward punch ultra which shoots a projectile across the screen. Both are similar in regards to landing, only the projectile doesn't put you in harms way.

As with every character, it's a good idea to keep track of who you defeated as you must defeat the full roster in arcade mode with every character for your King of Fighters achievement.

Acquired by beating Arcade mode with Ryo Sakazaki without losing a round.

To be more specific, you must put Ryo Sakazaki in your team and choose him to start 1st. Then you cannot lose a round at all or choose "retry" after you finish the stage. As long as you defeat all 15 opponents with Ryo Sakazaki, you will unlock this achievement at the end of arcade mode.