Rocket's Red Glare is a challenge and achievement/trophy for the Fallout: New Vegas add-on, Lonesome Road. To obtain this achievement/trophy, you must buy (not install) all the mods for the Red Glare.
Obtaining the achievement
This achievement may be earned at the beginning of the expansion, after ED-E opens the first commissary. Simply purchase the three upgrades, as they don't even need to be installed on the gun to earn the achievement. You need at least 30,000 caps to do this though so it is considered very expensive.
Otherwise, you can find the modifications very rarely around the Divide.
Behind the scenes
The name of the achievement/trophy is a reference to the poem "Defence of Fort McHenry" by Francis Scott Key, which later became the "Star-Spangled Banner", the national anthem of the United States of America when music was added to it and the poem was sung rather than spoken.