Here is the full list of all 34 Living the Nightmare achievements.
Completed the tutorial
Kill the Carrion Hydra
Kill the Hecatomb Hydra
Kill the Frenzy Saw
Kill the Frenzy Reaper
Kill the Worm King
Kill the Worm Emperor
Kill the Twin Phantom
Kill the Twin Terror
Kill the Straw Man
Kill the Wicker Man
Kill the Royal Troglodyte
Kill Great Ghast
Kill the Great Wendigos
Kill the Primal Wendigos
Kill Nightmare Liz
Kill Liz
Complete World Tier 1
Complete World Tier 2
Complete World Tier 3
Activate Blood Rage
Activate Thunder Fists
Activate Pyrokinesis
Kill 3 Enemies with a Single Chainsaw Swing
Kill 4 Enemies with a Single Shotgun Blast
Have 9 Maximum Hearts in One Run
Kill 3+ Enemies with a Single Explosion
Kill 100 Enemies in the Nightmare
Kill 300 Enemies in the Nightmare
Kill 666 Enemies in the Nightmare
Kill 10 Innocents in the Nightmare
Kill 20 Innocents in the Nightmare
Kill 30 Innocents in the Nightmare
Kill 200 Innocents in the Nightmare