This was actually my last achievement, because, for me, I had to equip them all in a level before it popped.
There are four weapons to collect, each will show up and can't be missed within the first four levels.
Persephone - A Shotgun weapon that deals more damage at close range. It can fire up to eight times before having to reload. The Ultimate, Seventh Seal, fires a large piercing round that will go through multiple enemies, dealing massive damage
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The Hounds - Dual Pistols with a fast fire rate. You can use them to deal headshot damage, and they are very effective at a distance. They can be fired up to 12 times before having to reload. The Ultimate, Echo of Death, creates a clone of the player that fires independently for a short period of time.
Vulcan - A large crossbow that fires a very powerful bolt that explodes on impact. This can be fired on the floor to avoid precise aiming. You can fire it two times before having to reload. The Ultimate Fate causes players to fire a bolt that will pull enemies into it like a vacuum.
Hellcrow - Ranged weapons that are thrown and returned back. It can be fired twice in quick succession but requires the player to wait for them to return. The Ultimate, A Murder of Crows, summons a whirlwind of crows that surround the player and deal damage to anyone that touches it.