Here is the full list of all 9 Heroes Must Die achievements.
Take the fight all the way to the top
Escape from prison
Go back to where it all started
Save the forest Hideout and meet your new allies
Confront the Warborn rebels in San Ladron
Crush the Network of Masks in Gothic City
Save Southern Cross and meet the Network of Masks
Get your assignment from Lord Murder at Skullcrusher Mountain
Finish the Prologue and start the career of a new hero