Here is the full list of all 62 Highway to the Moon achievements.
Collect every Basic Weapon at least once in one level.
Run out of ammo once.
Enter Level 1.
Defeat Leader Red.
Defeat Leader Orange last.
Defeat Leader Yellow last.
Defeat Leader Green last.
Defeat Leader Blue last.
Defeat Leader Purple.
Defeat Angry Alex.
Defeat Bartandelous.
Defeat H.A.T.
Defeat Leaderhosen.
Defeat the Moon Man.
Collect the Missle Launcher 5 Times or Defeat Leader Red as Leader Red.
Collect the Variable Cannon 5 Times or Defeat Leader Orange as Leader Orange.
Collect the Energy Saber 5 Times or Defeat Leader Yellow as Leader Yellow.
Collect the Barrier Gun 5 Times or Defeat Leader Green as Leader Green.
Collect the Psycho Cannon 5 Times or Defeat Leader Blue as Leader Blue.
Collect the Remote Sentries 5 Times or Defeat Leader Purple as Leader Purple.
Use the Rainbow Sentries 380 Times or collect it 3 times.
Use the Flamethrower 1400 Times or collect it 3 times.
Use the Satellite Remote 150 Times or collect it 3 times.
Use the Gatling Gun 4000 Times or collect it 3 times.
Use the Moon Rifle 370 Times or collect it 3 times.
Enter Level 2.
Enter Level 3.
Enter Level 4.
Enter Level 5.
Beat Level 4.
Beat Level 5.
Take 200 Damage and still complete a level.
Get 3 Extra Batteries in one level.
Beat a level without losing a Battery.
Beat a level without dashing.
Get 300,000 points in a level.
Complete a level without getting overcharge.
Beat a level while in a red reality where your HP is halved.
Beat the game as Agent Silva.
Beat the game in under 45 minutes.
Beat the game without dashing.
Beat the game without running out of ammo.
Beat the game without falling off the road once. Alternatively, fall off the road more than 200 times.
Beat the game without losing a Battery.
Collect 400 Ammo powerups (lifetime).
Run out of ammo more than 50 times (lifetime).
Pick up 1,000 Shield powerups (lifetime).
Get 3,000,000 points (lifetime).
Beat Leader Red while in a red reality.
Attack more than 200 times while battling Leader Orange.
Defeat Leader Green while dealing less than 5% damage to Leader Yellow, then defeat Leader Yellow.
Don't fall off the road before reaching Leader Green, then defeat Leader Green.
Defeat Leader Blue without letting him or Leader Orange drop below 50% shields at the same time.
Beat Rainbow Rush in less than 2:45.
Beat the Moon Man without destroying the Moon Bike.
Destroy 75% of Agent Silva's text bubbles.
Destroy almost every text box in the game at least once.
Dash 300 times (lifetime).
Get 200% Phase.
Get nine or more standard weapon powerups while using an alternate default gun.
Destroy 5000 enemies, then show the Moon Man (and his bike) who's boss.
Beat Rainbow Rush with at least one full segment of the reality meter red.