Complete all Lars side quests.
If you don't start the main questline and complete all of Lars' missions, the achievement won't pop until you do.
1. Sawed-off Shotgun: Requires Hunting Shotgun (just a shotgun works, otherwise use hunting gun recipe with 10 iron to make a shotgun)
2. Recoil Rifle: Requires Machine Gun (automatic rifle recipe with steel, or buy one from vendor at random)
3. Scoped Rifle: Requires Sniper rifle (rifle recipe) plus scope (teaches you scope recipe when he gives you quest, but you will need lens recipe from somewhere or find a scope randomly for sale)