Buster Sword: Equipped Initially
Hardedge: Steal from SOLDIER in the 3rd Shinra Tower or buy at Junon and Gongaga Village
Mythril Saber: Buy in Kalm Town and Junon
Force Stealer: Get 100 or better while performing for President Rufus in Junon, or buy it at North Corel
Butterfly Edge: Buy at Cosmo Canyon
Rune Blade Find it in the Nibelheim Mountains
Yosiyuki: Talk to the man outside of the Rocket Town item shop
Murasame: Buy at Wutai
Nail Bat Find it in the Temple Of Ancients
Organics: Buy at the Icicle Inn
Enhance Sword: Find it in Gaea's Cliff
Crystal Sword: Buy at Mideel
Heaven's Cloud: Find it in the Crashed Gelinka (Need the Submarine)
Apocalypse: Find it in the Ancient Forest (You got to destroy the weapon that is flying around before you get it, see secrets for more info)
Ragnarok: You get it after defeating Proud Clod in Midgar
Ultima Weapon: You get it after defeating Ultimate Weapon

Barret:

Gatling Gun: Equipped Initially
Assault Gun: You get it after defeating the Guard Scorpion, during the second reactor mission
Atomic Scissors: Steal it from the Custom Sweeper outside of Midgar and buy it in Junon and Gongaga Village
Cannon Ball: Buy in Kalm Town and Junon
W Machine Gun: Find it in the Mt. Corel Railroad tracks
Heavy Vulcan: Buy in Cosmo Canyon
Enemy Launcher: Find it in the Nibleheim Mansion
Drill Arm: Find it in Cid's house
Chainsaw: Buy in Wutai
Rocket Punch: Find it in the Temple of Ancients
Microlaser: Buy in Icicle Inn
AM Cannon: Buy in Mideel
Solid Bazooka: After Meteor is summoned, go to Costa Del Sol and find it in the basement of the Villa
Max Ray: Find in Sector 8 of Midgar
Pile Banger: Find it in the Shinra HQ after you visit it the second time
Missing Score Find it before fighting Hojo at the Mako Cannon

Tifa

Leather Glove: Equipped initially
Metal Knuckle: Shop in Wall Market
Mythril Claw: Buy at Kalm Town and Junon
Grand Glove: Steal it from Madouge in the Mythril Caves or buy it in Gongaga Village
Motor Drive: Find it in Costa Del Sol
Tiger Fang: Buy it in Cosmo Canyon
Platinum Fist: Go to Tifa's house is Nibelheim
Diamond Knuckle: Buy in Wutai
Work Glove: When in the clock thing in the Temple Of The Ancients go to Door 6
Dragon Claw: Buy at the Icicle Inn
Kaiser Knucke: Find it during the 1st visit to The Crater
Crystal Glove: Buy in Mideel
God's Hand: Get it after defeating Carry Armor in the Underwater Reactor
Master Fist: Find it in Shinra HQ during the second visit
Premium Heart: Find it in the empty item Shop in Wall Market during the 3rd disc (see secret section for more info)

Aeris

Guard Stick: Equipped initially
Striking Staff: Steal from Eligors in the Ghost trainyard or buy at Gongaga Village
Mythril Rod Buy in Wall Market
Full Metal Staff: Buy in Kalm Town and Junon
Wizard Staff: Find in the Mt. Corel railroad tracks
Fairy Tale: You get it after defeating Turks outside of Gongaga
Prism Staff: Buy in Cosmo Canyon
Wiser Staff: You get it after defeating Gi Nattak in the Cave of the Gi
Aurora Rod: Buy in Wutai Princess Guard: When in the clock thing of the Temple of Ancients go to door 4

Red XIII

Mythril Clip: Equipped Initially
Magic Comb: Win it during the first victory at Fort Condor
Diamond Pin: Steal from Bagnadrana on Mt. Corel train tracks or buy in Junon and Gongaga Village
Silver Barrette: Buy in Cosmo Canyon
Seraph Comb: You get after Cosmo Canyon caves during when the truth of Red's father is discovered
Plus Barrette Find in the Nibelheim Mountains
Hairpin: Find it in a hidden passage in a Wutai House
Gold Barrette: Buy in Wutai
Adaman Clip: Buy at the Icicle Inn
Crystal Comb: Buy in Mideel
Spring Gun Clip: Find in the Ancient Forest
Centclip: After Meteor is summoned, go to Costa Del Sol and find it in the basement of the villa
Limited Moon: During Disc 3, go to Bugenhagen's and Red will accept this as a dying gift

Cait Sith

Yellow M-Phone: Equipped Initially
White M-Phone: Find it in a house in Gongaga Village
Green M-Phone: Buy it in Cosmo Canyon
Black M-Phone: Find it in the Cave Of The Gi
Silver M-Phone: Find it in the Nibelheim Mansion
Blue M-Phone: Buy in Wutai
Trumpet Shell: During the clock thing in the Temple Of The Ancients go to door 7
Red M-Phone Buy in the Icicle Inn
Crystal M-Phone: Buy in Mideel
Gold M-Phone: After Meteor is summoned, go to Costa Del Sol
Battle Trumpet: Find it in the Underwater Reactor Starlight Phone: Find it in Sector 8 of Midgar
HP Shout: During the second trip to Shinra HQ go to the gym (where you saw Hojo for the first time) and find it in a Gym Locker

Cid

Spear: Initially Equipped
Slash Lance: Find in Wutai
Trident: Find in the Temple Of The Ancients
Mop: Find in Bone Village
Viper Halberd: Find in Coral Valle
Mast Ax: Buy at the Icicle Inn
Javelin: Find in Gaea's Cliff
Partisan: Buy in Mideel
Scimitar: Find in the Underwater Reactor
Dragoon Lance: Find in the Da-Chao Fire Caves (Wutai)
Venus Gospel: Find in Rocket Town (Disc 3)

Yuffie

4-Point Shriuken: Equipped Initially
Boomerang: Steal from Formula near Junon or buy in Junon and Gongaga Village
Wind Slash: Find in the Shinra Boat Cargo Area
Pinwheel: Buy in Cosmo Canyon
Twin Viper: Find in the Nibelheim Mansion
Razor Ring: Buy in Wutai
Hawkeye: Buy at the Icicle Inn
Crystal Cross: Buy in Mideel
Oritsuru: Find in the Da-Chao Fire Caves (Wutai)
Magic Shriuken: After Meteor is summoned, go to Costa Del Sol
Super Ball: Win it during the 4th battle in Fort Condor
Conformer: Find it in the crashed Gelnika

Vincent

Quicksilver: Equipped initially
Peacemaker: Buy in Kalm Town
Sniper CR: Find in the Nibelheim Mountains
Shotgun: Buy in Rocket Town
Shortbarrel: Buy in Wutai
Silver Rifle: Find in the Temple Of The Ancients
Buntline: Find in Bone Village
Lariat: Buy in the Icicle Inn
Winchester: Buy in Mideel
Outsider: Find in the crashed Gelnika
Supershot ST: Find in the Ancient Forest
Long Barrel R: After Meteor is summoned, go to Costa Del Sol
Death Penalty: Get it in Lucrecia's Cave (see secrets section for more info)