Here is the full list of all 13 Cold Vengeance achievements.
Make it Through a Level Without Taking Damage
Defeat the Office Baron
Defeat Boomerang Boone
Find the Jetpack
Max Out the Combo Meter
Beat the Game
Beat Arcade Mode
Get an America Rank
Get America Rank in Every Level
Defeat the Lancer
Defeat the Nose Robot
Congratulations, You Got All The Coins. Good Job.
Free a Mind-Controlled Gorilla