There are quite a few achievements that you need the Faceless Masks to obtain but the two most notable one are Tra abissi e visioni
and Un mondo folle
. Both of these achievements have a reward that is more than just achievement points:
The black serpents of N'Zoth are the harbingers of his ultimate vision becoming reality. Only those servants or enemies that can tread this space have any chance of wrangling them.
Achievement: Tra abissi e visioni