A list of weapons, if you want to collect them all (like Pokemon but lethal):

Firearms:
Agency Pistol (Colby 'Master')
Agency Assault Rifle (Colby EAR50)
Automatic Sniper (Bastion S600 'Long Eye')
Heavy Calibre Sniper (Bastion SX900 'Longshot')
Standard Pistol (Kokov 'Diktat')
Punisher Pistol (Smithers 'Punisher')
Standard SMG (Ingalls X80)
Short SMG (Harman MP-50)
M-60 (Ingalls MG-60)
Heavy Machine Gun (Harlington HMG-90)
Auto Shotgun (Dempsey 190 'Equalizer')
Store Clerk Shotgun (Dempsey SO-6 'Stub')
Grenadier (Watson HE79 'Grenadier')
Firefly Rocket Launcher (Watson HE99-X 'Firefly')
Hothead Rocket Launcher (Watson HE99 'Hothead')

Thrown Weapons:
Remote Mines (Colby 'Limpet Charge')
Standard Grenade (Grenade)
Shrapnel Grenade (Shrapnel Grenade)
Cluster Grenade (Insta-death)