Hang out with Twelve Friends in the Sanctuary

Cages are similar to treasure chests, but require 4 keys and are usually harder to find. Each cage houses characters that may be familiar to you. When rescued, they will appear in the Sanctuary. Visit the Sanctuary from the world map when you have all 12 to unlock the achievement.

You'll need 48 keys to unlock all 12 cages. Keys can be found scattered throughout the world, and bought from shops. Shops will only sell you up to 6 keys total. The rest you'll have to find. They're not too hard to come by. Explore the areas marked with a circle to look for keys and other goodies.

Some cages will require abilities you won't unlock until later in the game, such as the slide, double jump, wall climb, and boost jump. All the abilities are required to advance the story, so don't worry about not being able to find them. Boost jump is a possible exception, but it's in the same room as the cage in Chapter 5 so it's not too hard to miss.

The video below shows the locations on the map, and how to reach the cages from there. There's some cool stuff to discover, so some of this stuff may be considered spoiler worthy.