The following is a list by level of all the weapons and where to find them. Note: The first and last level do not count for getting weapons. To get a weapon to keep for later use, keep it in your inventory at the end of the level. This is also useful with the "Easy Weapons" trick. These weapons were all acquired on Agent mode.
P9P (Pistol): You start with this gun.
DEF-12 Shotgun (Close Combat): Find on the enforcer in the beginning (after you scan him).
Falcon (Pistol): Found on almost any guards, such as the first two.
Frag Grenade (Thrown): Hidden behind a vent in the basement. The stairs leading down are located in the back right corner of the nightclub from the front door. After you have gone down the stairs there should be two vent coverings. Break them and get the grenade.
UGL Liberator (SMG): Found on the guard on the third floor. He should have two of them.
CMP-150 (SMG): Found on some guards.
DW-P5 (SMG): Found in the only open storage crate after you have gone through the parking garage.
Jackal (Heavy): Found on the sniper if you did not shoot it off the building. The easiest way is to put away any weapon you have (Up) and use disarm (RB).
M60 (Heavy): Found once you get to the fire doors. Go past the fire doors and lock pick the door. It should be standing atop an artillery box next to the guard.
Magsec 4 (Pistol): Found on all guards at the beginning of the level.
Viblade (Close Combat): Found once you get in the mansion. It is standing on a pedestal in the middle of the laser maze.
KSI-74 (Assault): Found on almost all blue guards.
Magnum (Pistol): Found on the yellow suited guards that come once the alarm is triggered.
Rocket Launcher (Heavy): It is recommended to get this weapon when in Co-Op mode, as it is quite difficult to get. Once you get outside, open the gate and kill the guards. On the hovercraft that you take, press Y when by the gunner to switch for another heavy weapon (M60 and Plasma Rifle only).
Combat Shield (Close Combat): Found on one of the guards after you picked up Dr. Carrol. There are two guards once you find the round walkway the leads to the lower level.
Hawk Boomerang (Thrown): Found in one of the boxes in the beginning of the level. This is easier to get after you have picked up the X-Ray goggles in the weapon cases to the left once you start.
Psychosis Gun (Pistol): Found on most scientists throughout the level.
RCP-90 (SMG): You can find this either on the assaulting guards or atop of boxes by the left wall. Try using this on that level every time you play. Secondary (RB) makes an outline of red around your enemy, with the lost of some accuracy.
Frag Grenade (Thrown): Found on some of the guards. This may be difficult to find.
Laptop Gun (Assault): Found on one of the two guards after you have gone down two levels. If one of the guards plants one, reprogram and pickup. It should say reprogram once you get close to it.
Multimine (Thrown): Found on the guard that is either on the water bridge, or around the corner after it.
Plasma Rifle (Heavy): Found at very end of level on any of the Phantoms.
FAC-16 (Assault): Found in one of the weapon cases after you rescue Jonathan.
Flash Bang (Thrown): Found on one of the guards in the room before you go through the double keypadded door.
Shockwave (Heavy): Found on the fallen Carrington sniper once you go to aide Jonathan's team.
Super Dragon (Assault): You may have found this gun before. Found on some of the guards on the bridge.