Weird West: Definitive Edition

During the Bounty Hunter questline in Chapter 1 you should bump into a Heathen when randomly fast traveling on the map. She'll give you a box and asks for you not to open it. Now just leave the box in your inventory and don't interact with it. As you progress through the game and switch characters the box will transfer between them. Once you reach Chapter 5 as the Oneirist you should bump into her again at the very end of the game as you approach "Foxglove" - Foxglove being the very last location of the game. Simply return the box and the achievement will pop.

As this is a fairly random encounter it's impossible to pinpoint where she'll crop up. I can only advise from my personal experience. You may also need to complete the "Slap" mini game with her to return the box, however people have returned the box before seeing the slap game.

Early on in the game during the Bounty Hunter's journey you'll encounter the Heathen while traveling and be given a box that you're told not to open until she asks for it back. You need to play through the entire game up to the Oneirist journey without opening it and during another encounter with her she'll finally ask for it back. I can't confirm this but it may be possible you need to complete the slap game first for this to trigger as it may block this event from happening.