This game is also available on PS3.
Retro Game Tips for Borderlands (Xbox 360)
Achievement: Unlock 'New Game +'
Allows you to start a new game, but with much harder enemies!
Achievement: Easy Escape after Defeating Sledge
When:
During The Game
How:
After you kill Sledge and collect the artifact, exit and save the game. Load the saved game to start at the very beginning if the mission where you need to backtrack to after defeating Sledge.
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