Here is the full list of all 15 METAL SLUG 2 achievements.
Clear game (Final Mission)
Save 50 POWs
Clear Mission 5
Clear Mission 4
Throw 200 grenades
Clear Mission 3
Collect all weapons
Kill 200 soldiers
Throw 50 grenades
Clear Mission 2
Play with all characters
Clear Mission 1
Kill 2000 soldiers
Save 200 POWs
Finish game without using continue