Here is the full list of all 12 NightmareZ achievements.
When_player_dies_for_the_first_time
When_500_Ghosts_are_killed_by_the_player
Thunder_skill_unlocked
When_5000_ghosts_are_killed_by_the_player
When_player_collects_special_health_box
When_player_collects_special_ammo_box
When_2000_Ghosts_are_killed
When_player_collects_special_energy_box
Boss_level_1_unlocked
Boss_level_2_unlocked
Boss_level_3_unlocked