This trophy is called Blade Master.
For this trophy you must obtain all of Sora's Keyblades, you will unlock a majority of them from story progression and through completing the fights against the optional bosses. The one you'll really have to work for is the Ultima Weapon. Here is a list of all of Sora's Keyblades:
Kingdom Key (Default Keyblade)
Lady Luck (White Trinity Mark in Lotus Forest)
Olympia (Complete Phil, Pegasus and Hercules Cup, will appear in chest in lobby)
Jungle King (Complete Deep Jungle)
Three Wishes (Complete Agrabah)
Pumpkinhead (Complete Halloween Town)
Wishing Star (Chest in Gepetto's House in Traverse Town)
Crabclaw (Complete Atlantica)
Fairy Harp (Complete Neverland)
Divine Rose (Speak to Belle in the Library after completing Hollow Bastion)
Spellbinder (Speak to Merlin after getting all first level magic spells)
Metal Chocobo (Defeat Cloud in Hercules Cup)
Lionheart (Defeat Leon and Cloud in Hades Cup)
Diamond Dust (Beat Ice Titan)
One-Winged Angel (Beat Sephiroth)
Oathkeeper (Speak with Kairi in Traverse Town after fighting Riku)
Oblivion (Chest in the Grand Hall of Hollow Bastion after you defeat Riku)
Ultima Weapon (Synthesis)
Ultima Weapon
This will be in the last recipe list during Item Synthesize, the materials needed for this are:
5x Thunder Gems
5x Mystery Goos
3x Serenity Powers
3x Stormy Stones
3x Dark Matters