Unlike in the old 360 version of Metro 2033 the achievement is cumulative in this game meaning that you can just kill an enemy and it will save to your safe file. This means that after completing the game you can still go back through chapter select to use a previously missed gun.
I recommend playing through the game twice to obtain all the other achievements and go back via chapter select to find the guns you missed.
Here is a list with possible locations. Note that there are many more locations where most guns can be found but this list tries to keep it in a chronological order:
- Revolver: Given to you during Hunter
- Bastard SMG: Given to you at the Exhibition armory
- Duplet DOUBLE BARREL SHOTGUN: Given to you during Chase
- Tikhar PNEUMATIC: Can be found in Lost Tunnels and Frontline
- Shambler SEMI AUTO SHOTGUN: Can be purchased at the vendor in Market
- Helsing PNEUMATIC: Can be found in Dead City and the vendor in Armory
- Hellbreath ELECTRIC GUN: Only found at the vendors in Armory and Church
- Kalash AK: Can be acquired during from Bourbon's backpack at the start of Dry
- VSV ASSAULT RIFLE: Can be purchased at the vendor in Armory and Defense, you also get one given to you during Black Station
- Bigun SHOTGUN: Can only be purchased at the vendors in Polis and Church
- Abzats AUTO SHOTGUN: Can only be acquired at Vladimir's armory in Church for free
- Flamethrower: Obtained at the start of Dark Star, carries over to D6 if not dropped
- Kalash 2012 AK: Can be found in the Nazi base from one of the enemy (campfire near the generator where commissar standing) and at the Polis vendor and in Church
- Trench Knife: Melee weapon, you start with this
- Fragmentation Grenades: Can be found commonly from various loot sources or any vendor in the game
- Sticky Grenades: Can be found from various loot sources or any vendor in the game
- Incendiary Grenades: Can be found from various loot sources or any vendor in the game
- Throwing Knives: Can be found from various loot sources such as target boards or any vendor in the game
Credit to the Metro Wiki for possible locations!