How do I kill the Abyss Watchers?

There is no way of skipping the Undead Legion since they are a Lord of Cinder.

In addition to the summoning options mentioned in @arghtype's answer there are a few weaknesses you can and should exploit.

1. Almost all attacks are parryable
   In both phases the attacks can be parried with the exception of jumping attacks. Try to abuse this to get through the first phase quickly and to conserve estus. Note that getting the timing right will take a lot of practice but it will make the boss (and future bosses) a cakewalk once you get it down.

2. They are easily staggered
   The Abyss Watchers are pretty fast but also pretty fragile. They are probably the easiest boss to stagger with normal weapons and if you have a heavy weapon (Great Club, Vordt's Hammer, any Greatsword) you will stagger them with pretty much every hit. So you can just whack at them two times and then run away and dodge until you find an opening again.

In general the Abyss Watchers are often considered to be the first "Wall" a new player encounters. There are strategies to be considered and tactics to be used but in the end, the only thing that will actually help you defeat the boss is a lot of practice (this usually includes dying to the boss a couple of times).

You can try summoning help! Use Ember item then summon either players willing to help (online play required) or NPCs - for this fight you can summon these folks:

• You can summon Sirris of the Sunless Realms after speaking to her for the second time in the Firelink Shrine. Her summon sign appears to the left of the entrance to the boss room.
• You can summon Londor Pale Shade if you have 5 dark sigils from Yoel of Londor and are on good terms with Yuria of Londor.
• You can summon Black Hand Gotthard.
• You can summon Yellowfinger Heysel if you have defeated her invasion and given 1 Pale Tongue to Rosaria.

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