Warhammer: Vermintide 2

This is a very straightforward challenge, you can do it on any difficulty, and you do not need to finish the level for it to unlock.

The first wall can be found in the Concoctor's Chamber, the room with the brightly colored potion canisters where you can brew potions. Immediately upon entering, turn left and head all the way down to the end of the short hallway, the first illusory wall will be on your right, it's a room full of crates to open.

The second will be after the Hall of Knowledge, the room full of giant bookshelves, in the Grand Library, the room where you destroy the 4 Wards to proceed with the level. Once you enter the Grand Library, jump on the table immediately in front of you, then turn around to face the doorway you entered, jump from the table toward where the long carpet at the entrance door ended. The floor will vanish and will you drop you onto a Grimoire in the Hall of Knowledge.

The last two are both in the Feasthall of Fools, where you have to throw the numbered switches to open the way forward. The first will be on the ground floor, from the entrance head forward and to the right to a corner of the first floor past the knocked over bookshelf acting as a staircase. This corner also has a red painting, a white painting, and a hole in the wall where Skaven appear. The illusory wall will be to the right of the white painting, a room full of barrels.

The final illusory wall will be in the same room, on the second floor just above one of the switches. At the top floor of this room where the exit door is, look to the right and you'll see a broken handrail that acts as a bridge to a nearby ledge above one of the switches, this wall will disappear as you approach it and walk through.

If you did all four in the same playthrough then the Achievement will unlock. If it doesn't, then clearly Sigmar is not with you, and you should reflect on your lack of faith or Saltzpyre will be having some choice words with you.