Here is the full list of all 49 Never Give Up achievements.
Race and beat your ghost
Have 20 missiles following you at one time
Resume a level
Beat the final boss as blue (don't change costume).
Try on every outfit
Beat final boss while wearing the Wizard outfit
Lose to the Warehouse boss by pressing the big red button
Miss the cannon shot on the forest boss 4 times in a row
Reactivate a previous checkpoint
Activate 99 checkpoints
Die 500 times in a single set
Die near the exit point
Die near the entrance point
Beat Laboratory
Complete 3 level sets
Complete 6 level sets
Complete 10 level sets
Complete 15 level sets
Complete 21 level sets
Complete 30 level sets
Complete 3% of the game
Complete 10% of the game
Complete 20% of the game
Complete 33% of the game
Complete 50% of the game
Complete 70% of the game
Complete 100% of the game
Find a collectible
Find your 5th collectible
Find your 15th collectable
Find your 30th collectable
Collect 5 coins
Collect 15 coins
Collect 30 coins
Collect 60 coins
Collect 120 coins
Collect all 155 coins
Defeat the first boss
Defeat the wizard boss
Collect the 3 golden keys
Defeat the final boss
Complete 2 sets under their par times
Complete 8 sets under their par times
Complete 16 sets under their par times
Complete 30 sets under their par times
Complete a level set without dying
Complete 10 level sets without dying
Complete any level set in under 1 minute
Beat the game on Permadeath mode