P345 - Found in the bowling alley in the mental hospital with no ammo. If you give it to the doctor, you get it again after killing him.
Shotgun - In the sewers. A dead guy is holding it. He seems to of had suicide himself with it.
M16 - In the room where Sawer the Clown comes out of in the first chase; in the bus when your going to the fuse in the apartments; and in the train ride in one of the dark trains.
VP70 - In a hallway just before you go up the construction site on the apartments leading to the college.
TMP/MP7 - In TL Trading, in one of the hallways; In the subways, in that hallway that used to be the "You Will Not Survive" maze, there is a vent next to the ladder; and in the offices behind a Drowned and Hanged.
Nightstick - When your coming out of the 1st apartment basements, there is a police car with a nightstick next to it; the 2nd apartments in one of the rooms; and in the roped off room in the 1st apartments.
Sledgehammer - Inside the train that you need to use to escape the subways.
Rifle - Inside the door that you unlock in the Gustuv Park Puzzle.
Branch - Basicly found everywhere in the forest after the train crash.
Simon's Book - Unlocked after beating Nightmare with an S ranking.
Camera - Unlocked after beating the game in under 2.5 hours.
Axe - Unlocked after getting it in the ten digit code in the 5th ending.
Famas with Unlimited Ammo - Unlocked after beating the game on nightmare.
Revolver - If you didn't give the doctor the P345, he drops a revolver instead when you kill him in the doctor fight.
Switchblade - You start with it, and can only find it again in the 5th ending.
There we go.

Note: I have most of the places you can find things, I KNOW I'm missing some though.