Despite what the trophy description suggests, you only have to win each unique event once to obtain this trophy, not every event in every car. There are a total of 61 different events in the game and 10 of these are the events on the most wanted list. You can tell if you've already done an event by going to the 'races' list in the Easydrive menu. Select an event, and if you don't have the option to start the event from the menu with the only option being 'set destination', this means you haven't done the event. (Thanks to bs000 for the clarification regarding this trophy).
There is a very useful chart containing events and vehicles created by rachet, you can find it here.