Here is a list of every character's weapons and where to find them.

Thanks Jkyeo for sending me the location's of the weapons I was missing.

CLOUD

BUSTER SWORD-START
MITHRIL SABER-KALM/JUNON
HARD EDGE-GONGOGA
BUTTERFLY EDGE-COSMO CANYON
ENHANCE SWORD-GAEA'S CLIFF
ORGANICS-ICE LODGE
CRYSTAL SWORD-MIDEEL
FORCE STEALER-JUNON
RUNE BLADE-NIMBELHEIM MOUNTAIN
MURASAME-UTAI
NAIL BAT-TEMPLE
YOSHIYUKI-ROCKET TOWN
APOCALYPSE-FROG FOREST
HEAVEN'S CLOUD-SUNKEN PLANE( GLENKI)
RAGANORK-DEFEAT PROUD CLOD
ULTIMA WEAPON-BEAT THE WEAPON THAT IS FLYING AROUND

TIFA

LEATHER GLOVE-START
METAL KNUCKLE-WALL MARKET
MYTHRIL CLAW-KALM
MOTOR DRIVE-COSTA DEL SOL
GRAND GLOVE-JUNON
TIGER FANG-COSMO CANYON
PLATNIUM FIST-NIMBELHEIM
POWERSOUL-NIMELHEIM MOUNTAIN
DIAMOND KNUCKLE-UTAI
WORK GLOVE-TEMPLE
DRAGON CLAW-ICE LODGE
KAISER KNUCKLE-JUNON
CRYSTAL GRAB-MIDEEL
GOD'S HAND-DEFEAT CARRY ARMOR
MASTER FIST-SHINRA HQ
PREMIUM HEART-WALL MARKET

BARRET

GATLING GUN-START
ASSAULT GUN-MIDGAR
ATOMIC SCISSORS-JUNON
CANNON BALL-KALM
W MACHINE GUN-COREL MOUNTAIN
HARD VULCAN-COSMO CANYON
ENEMY LAUNCHER-SHINRA MANSION
DRILL ARM-ROCKET TOWN
CHAINSAW-UTAI
ROCKET PUNCH-TEMPLE
MICROLASER-ICE LODGE
SOLID BAZOOKA-COSTA DELSOL
A M CANNON-MIDEEL
MAXIMUM RAY-SECTOR 8
PILE BUNKER-SHINRA HQ
MISSING SCORE-SISTER RAY

RED XIII

MITHRIL CLIP-JUNON
DIAMOND HAIRPIN-STEAL FROM THE TURLES ON THE PATH TO COREL
SILVER BARRETTE-COSMO CANYON
GOLD BARRETTE-UTAI
ADAMANTIUM CLIP-ICE LODGE
CRYSTAL COMB-MIDEEL
PLATNIUM BARRETTE-CONDOR FORT
CENT CLIP-COSTA DELSOL
HAIRPIN-UTAI
SERAPH COMB-CAVE OF GI
BEHEMOTH HORN-SHINRA HQ
SPRINGGUN CLIP-FROG FOREST
LIMITED MOON-COSMO CANYON

CID

SPEAR-JUNON
SLASH LANCE-UTAI
TRIDENT-TEMPLE
MAST AXE-ICE LODGE
PARTISAN-MIDEEL
VIPER HALBERD-ZANGO
JAVELIN-GAEA'S CLIFF
GROW LANCE-SHINRA HQ FLOOR 63
MOP-JUNON
DRAGON LANCE-JUNON
SCIMITAR-UNDERWATER REACTOR
FLAYER-GOLD SAUCER SPEED SQUARE
SPIRIT LANCE-SUNKEN PLANE( GLENKI)
VENUS GOSPEL-ROCKET TOWN

YUFFIE

4-POINT SHRUKEN-START
BOOMERANG-JUNON
PINWHEEL-CARGO SHIP
RAZOR RING-UTAI
HAWK EYE-ICE LODGE
CRYSTAL CROSS-MIDEEL
BOOMERANG2-JUNON
TWIN VIPER-SHINRA MANSION
SPIRAL SHURIKEN-COSTA DELSOL
SUPER BALL-CONDER FORT
MAGIC SHURIKEN-UTAI
RISING SUN-STEAL FROM DIAMOND WEAPON
ORITSURU-IN THE UTAI MOUNTAINS
CONFORMER-SUNKEN PLANE( GLENKI)

CAIT SITH  Note all things ending with M mean megaphone.

YELLOW M-START
GREEN M-COSMO CANYON
BLUE M-UTAI
RED M-ICE LODGE
CRYSTAL M-MIDEEL
WHITE M-GONGOGA
BLACK M-CAVE OF GI
SILVER M-SHINRA MANSION
TRUMPET SHELL-TEMPLE
GOLD M-COSTA DELSOL
BATTLE TRUMPET-UNDERWATER REACTOR
STARLIGHT PHONE-MIDGAR
HP SHOUT-SHINRA HQ

VINCENT

QUICKSILVER-JUNON
SHOTGUN-ROCKET TOWN
SHORTBARREL-UTAI
LARIET-ICE LODGE
WINCHESTER-MIDEEL
PEACEMAKER-KALM
BUNTLINE-BONE VILLAGE
LONGBARREL RIFLE-COSTA DEL SOL
SILVER GUN-TEMPLE
SNIPER CR-NIBELHEIM MOUNTAIN
SUPERSHOT ST-FROG FOREST
OUTSIDER-SUNKEN SHIP( GLENKI)
DEATH PENALTY-LUCRESTIA

AERIS

GUARD ROD-START
MYTRIL ROD-WALL MARKET
STRIKING STAFF-JUNON
FULL METAL STAFF-KALM
WIZARD STAFF-COREL MOUNTAIN
UMBRELLA-GOLD SAUCER
FAIRY TALE-RENO
PRISM STAFF-COSMO CANYON
WISER STAFF-JUNON
AURORA ROD-UTAI
PRINCESS GUARD-TEMPLE