Nightmares Beware achievement in Rise of the Guardians

To unlock 'Nightmares Beware' you must, as stated, complete every Shadow Stomper mission in all five realms. They can be done in any order.

Shadow Stomper missions are indicated on your map by the horse head symbol.

They are a very basic "mission". Approach the area, kill all nightmares in this area, and once the waves finish, its mission complete.

Once you clear the final mission the achievement will pop straight away.