Zoo Tycoon: Ultimate Animal Collection

So this Achievement requires you to get all 20 possible Awards on a single Zoo. In reality, you only need to get 19 since the last award is for getting all the other 19. The awards you need (as listed in the awards section if you press Select while you are in one of your Challenge zoos):

Safari Excellence: Adopt five different types of African Animals
Animal Delight: Have average animal happiness in the green for 30 minutes
Tropical Excellence: Adopt five different types of Asian Animals
Awards Award: Get all other 19 awards
Chilled Excellence: Adopt five different type of animals that prefer a cold climate
Concessions Excellence: Have 10 different concessions in your zoo at the same time
Decorations Excellence: Have 10 different decorations in your zoo at the same time
Exhibits Excellence: Have one of every type of exhibit in your zoo
Fame Effort: Reach fame level 10
Fame Achievement: Reach fame level 25
Fame Excellence: Achieve maximum fame (level 40)
Guest Delight: Have an average guest happiness in the green for 30 minutes
Zoo Rating 1,000: Have a Guest Rating of 1000 or more
Conservation Excellence: Release 100 animals into the wild
Breeding Excellence: Breed 100 animals in your zoo
Zoo Rating 10,000: Have a Guest Rating of 10000 or more
Conservation Effort: Release an animal into the wild
Conservation Achievement: Release 10 animals into the wild
Breeding Achievement: Breed 10 animals in your zoo
Breeding Effort: Breed an animal in your zoo

Several of these awards are fairly easy to get. The awards requiring green happiness for animals and people will come naturally as long as you pay minimum interest into the welfare of each. The fame level/Guest Rating is quite easy as well as you can simply keep building your zoo, upgrading everything when you have the money and you should get it.

Some common problems are for the environmental awards requiring animals from differing environments. What you will need to do, if the available animals at your location cannot fulfill the requirements, is to go to a different location that specializes in those animals, adopt several, then send them to your reserve, allowing you to transfer them to your target zoo. For cold climate animals you can use the Alaska Animal Sanctuary for several species of Bears that require cold climate (use Bears that require Alpine or Tundra exhibits). Use the North Africa Animal Sanctuary for African animals, focusing on animals requiring Savannah exhibits. The animal info will also tell you if they are from Africa or not. Use the India Central Zoo or East Asia Wildlife Park to get your Tropical exhibit animals.

The most challenging two awards are the breeding and conservation awards. It will require a great deal of time. It will require you to build numerous Breeding Centers as each Breeding Expert can only focus on a single Exhibit. I prefer building large exhibits for each breeding animal type, and starting with either 4 or 6 animals, split 50/50 female to male. You can only release animals that reach level 15 into the wild so I like that I can have numerous births in the large exhibit while waiting for the other animals to increase in level. When they get full, release some animals into the wild, trying to keep a relatively close 50/50 ration of females to males. One issue I came across is that sometimes it seemed like the animals stopped breeding. I had to release all animals in the Exhibit and repopulate with new animals to get it started again. Also to note, you can release Mini-Exhibit animals as well when they get to level 15, just not breed them. You will simply need quite a bit of patience as you wait for babies to be born and releasing what animals you can to keep it going.

Edit: I forgot to mention about the Exhibits Award. It requires you to build all types of Exhibits (Tropical, Alpine, etc.) but not all the SIZES. You also do NOT need animals inside each Exhibit, you can simply build them off to one side. I did not test if you needed all Mini-Exhibits so if anyone can confirm or deny in the comments I would appreciate it.

If you have any questions, please let me know. Good luck.