The Wilhelm Screamed trophy in Borderlands 2 is story-related and can't be missed.
You will unlock the trophy once you complete the 9th story mission "A Train to Catch". The steps below (taken from the Xbox 360 guide on TA by mast3r 0r0m1s):
*** Spoiler - click to reveal ***- Meet Roland In Sanctuary
- Get to Tundra Express
- Wake up Rolands Spy and get Vault Key
- Meet Tina
- Find badonkadonks
- Return to Tina and pick up damsels.
- Set up Damsels and arm them
- Go to wreckage site
- Find fortified train car
- Defeat Wilhelm
- Pick up power core and go back to Sanctuary