This can be done in any game mode. For this to unlock, you must be using a weapon that has a scatter shot, such as the Leamington Model 14, Eastleigh Express or AB Woolf Slamfire shotguns. Probably the best weapon, if you are lucky enough to find it in a special weapons chest (for a small cost), is the Blunderbuss or the Krakatoa.
A good strategy is to keep running around a group of weaker enemies to filter them into a line or a bunch, then proceed to fire your shotgun into the crowd. With any luck, you'll kill more than three enemies with one shot. There are many opportunities to get this, especially in earlier levels of the campaign or the beginning waves of Horde