This is a bug related to the servers being overwhelmed for launch. Community Rep Bashiok says:
We're investigating lost/missing achievements. Nothing certain yet.
Many people are experiencing related issues. Blizzard is no doubt working first and foremost one ensuring the servers are up and that people can reliably connect, and then secondarily at other issues.
We're working on providing an update regarding issues with achievements. Please stay tuned. -Zarhym
We have communicated multiple times that we are aware of the Achievement issues and are still investigating. When we have more information to share, we will. Lack of updates does not mean we've forgotten about it. - Nethaera
Update 3: (5/17/12)
Not yet, we have a good handle on what's going on but we're still figuring out what action we can take. - Bashiok
Update 4: (5/24/12)
We also wanted to let you know that we're still looking into the best way to address the achievements that some players lost in the hours following the game’s release. While we don't have any concrete details to share with you just yet, we will have more information to share in the weeks ahead. We appreciate everyone's patience as we work to improve stability and usability for all players. - Nethaera
(Hopefully) Final Update: (6/12/12)
Blizzard just released Patch 1.0.2c, which says:
Achievements have been granted to players who previously completed their objectives, but were not correctly awarded completion credit.
Hopefully this will solve the issue!