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