Stockpile every available weapon. Some weapons you will find in game, others you have to buy from a shop. If you pass the point where you may have found a weapon, but missed it, it will still become available for purchase via the shop.
M92F - N 2,000 - Given to you at the butchery in Chapter 1-1. Obtaining this gun is part of the story progression.
H&K P8 - N 4,000 - Unlocked to buy at the store during the play through of the game.
SIG P226 - N 4,000 - Unlocked to buy at the store during the play through of the game.
M93R - N 30,000 - Unlocked to by at the store after completely upgrading the M92F.
Ithaca M37 - N 2,000 - In Chapter 1-2, after the short clip focusing on the broken ladder, go around to the opposite side of the building. Use the assist jump on the broken ladder on this side to acquire a key. Follow through until you see the cut scene where the girl is dragged into the house, and look to your map. Use the key on the small locked building opposite the large building where your objective is, and you will find the Ithaca hanging on the wall.
M3 - N 4,000 - In chapter 3-3, when you get off the boat to open the second gate, take out all the Majini along the gate ( to ensure they do not man the mounted guns), turn around and run back towards the boats. You will have to jump down onto the walkway. You will find the M3 in a weapon case along the right hand side.
Jail Breaker - N 4,000 - In chapter 6-1, after getting inside the ship, you will come to stairs going down. While your going down, Sheeva will question how you will find Wesker in such a large ship. At the bottom of the stairs, you will find the Jail Breaker in a weapon case.
Hydra - N 30,000 - Unlocked for purchase at the shop after completely upgrading the Ithaca M37.
VZ61 - N 2,000 - Towards the end of Chapter 1-1, after the Executioner Majini has broken through the gate, run down towards the sealed gate and you will see a small fenced area to the right. The VZ61 can be found in a weapon case in this fenced area.
AK-74 - N 4,000 - In chapter 5-1, after passing the animal test cages and the room with the first two Lickers, you will pass a door on the right as you go towards the stairs. The AK-74 is inside a weapon case in this room.
H&K MP5 - N 2,000 - At the start of Chapter 2-1, this weapon is inside a weapon case directly in front of you as you start.
SIG 556 - N 4,000 - In chapter 5-2, when you pass the conveyor belt of explosive battles, as you move towards the corpse conveyor belt you will find this machine gun in a weapon case on a table.
S75 - N 2,000 - After passing through the docks, when the helicopter assists you in killing a group of crossbow Majini in cover, as you progress further a group of Majini will burst out of a red-doored boat house. The S75 is in a weapon case inside this boat house.
Dragunov SVD - N 4,000 - During Chapter 2-2, after making your way through the mines and encountering Irving, you will be left in a room after Irvings escape. instead of heading down the stairs to the left, you will see two windows to your front. The Dragunov SVD can be found in the locker left of these windows, and is especially handy for taking out the trap waiting for you below.
H&K PSG-1 - N 4,000 - In Chapter 5-3, after walking along the walkway with the Reapers, you will have to trigger a generator to use a moving platform. The sniper rifle is in a weapon case in the generator room.
S&W M29 - N 4,000 - In Chapter 3-1, after completing the four pieces of the emblem and unlocking the door, you will pass through a swamp and come to a large area with two paths around a circular area. Take the right path and you will come to a dead soldier surrounded by a wooden fence. The soldier has the first magnum on his body. Note that upon picking up the magnum, the Majini spring a trap and seal off the area using the trap spikes at each entrance. If this is not something you can risk, trigger the boss fight ( the two Big Majini ) and kill all the Majini before getting the magnum.
Lightning Hawk - N 5,000 - In Chapter 5-3, during the Wesker fight, have Wesker knock you through the blue door ( investigate it to trigger the cutscene ), and run up the stairs. Keep going and you will come to two rooms filled with coffins and pots. There is a big chest that requires an assist to open, so be sure to constantly tap B as you run towards it so Sheeva will not default to fighting Jill. Amongst the treasure inside the chest, you will find this magnum.
S&W M500 - N 30,000 - Unlocked for purchase at the shop after completely upgrading the S&W M29.
Grenade Launcher - N 10,000 - In Chapter 4-1, when you get to the big ruins with all the statues, after telling Sheeva to wait at the rope for the first statue, go back but instead of turning left to loop around to the other rope, go straight ahead. You will find yourself in another quadrant of the ruins, where the Grenade Launcher sits inside a weapon case.
Rocket Launcher - N 10,000 - In Chapter 3-1, get in the boat and bring up the map. Towards the north-west of the center area known as chicken island, there is a small line on the map. As you approach this location, you will find a shipwreck where you can dock. The rocket launcher is inside a weapon case at the tip of the ship wreck. Alternatively, this weapon can be unlocked with infinite ammo by completing the game in under 5 hours.
Stun Rod - N 3,000 - Unlocked at the shop during the general play through of the game.
Gatling Gun - N 50,000 - Unlock to buy by fully upgrading the VZ61 machine gun.
Longbow - N 50,000 - Unlock to by by fully upgrading the S75 rifle.
Hand Grenade - N/A - Dropped/found throughout the game.
Flash Grenade - N/A - Dropped/found throughout the game from Chapter 2-2 on.
Incendiary Grenade - N/A - Dropped/found throughout the game.
Proximity Bomb - N 1,500 - Can be found from Chapter 2-2 on. Especially abundant at the end of Chapter 2-2 during the boss fight.
Once you have all these items, the achievement will unlock the next time you visit your item management screen. If you quit past a checkpoint after obtaining the missing piece of your collection, simply go into Item Management to activate the achievement.
I am currently missing the stage you need to pass before the various guns unlock (those that are not found, but are made available to buy as you play through the game.). I will add in the chapter requirements as they are made available to me, and give proper credit when necessary.
There is speculation that the ammunition boxes are also required to meet this achievement, but Jyejitsu has confirmed otherwise, so you should be able to tick this off without having to have the different ammunition types in storage.