There's a glitch that lets you earn every weapon upgrade achievement without even starting the campaign.
Load up the "Worlds of Hurt" challenge on Easy.
In the 2nd room you have to clear out, there will be one Big Daddy. Kill him really fast using whatever bullets you have/ your wrench. In the corner of that room is a weapon upgrade machine.
Walk up to it and MAKE A HARD SAVE BEFORE USING IT
Step 1: Use it and choose the first pistol upgrade.
Step 2: Accept the gift from the Little Sister and leave the room on the warp pad.
Step 3: Go into the "All Kinds of Big Daddies Room" (or whatever it's named it has a picture of a Big Daddy above the doorway)
Step 4: Go into the far left corner of the room (there's a rabid Big Daddy pounding on a vent in the far right corner)
Step 5: Use the weapon upgrade machine to buy the 2nd pistol upgrade
Step 6: Load up your save and repeat with the machine gun
Step 7: Repeat with Shotgun
Step 8: Repeat with Grenade Launcher
Step 9: Repeat with Plasma Caster
Step 10: Repeat with Crossbow
Also you can use this to mop up any you missed during the campaign, I missed doing just one weapon so I only needed to do that, there's no need to go through the whole list and do ones you did during the campaign.
I just wanted this method posted for anyone who doesn't feel like collecting them again or if it didn't unlock when you were going for it for some reason or the other.
Now enjoy the games!