Group 1
Thin Sword = -1 Strength, +1 Agility | Bought: Castle Keep
Thicker Sword = +0 Strength | Dig: Desert, An earlier X.
Barbarian Sword = +2 Strength, -1 Magic, +5 Defense | Bought: Swamp Village Store
Double Blade Sword = +3 Strength, -2 Magic, +2 Defense |Dig: After the cat statue, in a brown spot of land is an X

Group 2
Silver Sword = +1 Strength, -1 Magic, +3 Defense (Critical Hit Ability) | Found: Full Moon - In the first hut
Cleaver = +5 Strength, -2 Magic, +2 Agility | Bought: Snow Store
Black Razor = -1 Magic, +2 Defense | Found : Industrial Castle - Behind the bushes at entrance
Carrot = -1 Strength, -2 Magic, +3 Defense | Dig: Home Castle - front of the last burning hut
SPACE
Rust Sword = -1 Strength, +2 Agility | Found: Forest Entrance - take the cardinal near the first tree OR Dropped by Thieves
Golden Sword = +4 Magic, +1 Defense | Dig: The Marsh: Dig between the two houses where the green knight peeks out half way through the level.

Group 3
Two Pronged Sword = +3 Magic, +3 Defense | Given: Unlock the Brute by beating the game with the Eskimo.
Hook Sword = +3 Magic, +1 Defense, -1 Agility | Dig: Industrial Castle - towards the beginning after first big machine
Buster Sword = +3 Magic, +3 Defense, -1 Agility | Dropped: Medusa, Medusa's Lair
Falchion = +1 Strength, +3 Defense | Dropped: Saracen (arabian looking people), Sandcastle Roof Spike = +1 Magic, +2 Defense, +2 Agility | Found: Industrial Castle - After you kill the boss, DO NOT grab compass, instead have cardinal with you and go in the area the boss walked out from (north of telescope).
Square Edged Buster = -1 Magic, +3 Defense, +2 Agility | Dig: Medusa's Lair - Between the two sets of stairs.
Rapier = +1 Strength, +1 Magic, +1 Agility | Dropped: Gear Knights, Industrial Castle
Barbarian Axe = -1 Magic, -1 Defense, Critical Hit Ability | Dropped: Barbarians, Castle Keep

Group 4
Pitchfork = +1 Strength, -1 Agility | Found: Home Castle – First Haystack
Crescent Sword = +2 Strength, +3 Magic, -1 Defense | Dig: Sand Castle Interior - While on the roof, near the end of the level you'll find an X
Golden Key = -1 Strength, +3 Magic, +3 Agility | Found: Full Moon - The second cottage, have the cardinal pet with you.
Bone Saw = -1 Strength, +1 Magic, +3 Defense | Dig: Wedding Crash - Just after the tables the with turkey leg and cookie.
SPACE
Round Mace = +0 Strength | Given: One of the four knights' starting weapons.
Wooden Club = +5 Strength, +5 Defense, -5 Agility (Critical Hit Ability) | Dropped: Bears, Tall Grass Field
Blue Mace = -2 Magic, +6 Defense (Critical Hit Ability) | Dropped: Mechanics, Industrial Castle
Spiked Club = +1 Strength, +1 Defense, +1 Agility | Dig - Flower Fields - Right after the first batch of bees

Group 5
Fish = +2 Strength, -1 Magic | Found - Tall Grass Fields - Right before you climb the ladder up the mountain, use a sandwich and lift the boulder out of the cave to the left of the ladder.
Wrapped Club = -1 Strength, +1 Magic, +1 Defense | Found: Thieves' Forest: Behind Pillar after fighting trolls
Black Mace = -2 Strength, +3 Defense, +6 Agility | Dropped: Skeletons, Marsh
Black Paddle = +5 Strength, -2 Agility | Bought: Volcano Store
Green Mace = +5 Magic, -2 Defense, +3 Agility (Critical Hit Ability) | Dropped: Green Knights, The Marsh
SPACE
Baseball Bat = +2 Strength, +1 Defense | Dropped: Beekeeper, Flowery Fields
Black Morning Star = -3 Strength, +6 Magic, +1 Defense (Critical Hit Ability) | Dropped: Red Demon, Lava World
Tenderizer = +2 Strength, -1 Agility | Found: Thieves Forest - Chest where the first thieves swing in.

Group 6
Leaf = -1 Strength, +3 Magic, -1 Defense | Dig: Forest Entrance - Second X on map, ambushed by archers (shoot & run)
Black Rod = +0 Strength | Given: One of the four starting knights' weapons.
Wizard's Wand = +1 Magic, -1 Defense, +3 Agility | Bought: Church Store
Branch = -1 Strength, +2 Magic, -1 Defense | Bought: Thieves Store
SPACE
Vine = -1 Strength, -1 Defense, +2 Agility | Found: Forest Entrance - in a chest where you meet the trolls
Lightsaber = +1 Agility (Shock Ability) | Dropped: Periwinkle Knights, Cyclops' Castle and Wedding Crash
Wooden Cane = +4 Magic, -1 Defense | Bought: Church Store
Spoon = -1 Magic, +2 Agility | Given: Unlock the Peasant
Skeleton Leg = -2 Strength, +5 Agility | Dig: Snow Store - Need Pazzo

Group 7
Alien Ray Gun = + Nothing | Glitch: You must start a new profile where the Pitchfork has NOT been picked found and have two people. Pick the alien as your starting character and go through the beginning of the level till you can grab the pitchfork in the haystack. Have the Alien player grab the pitchfork then have player 2 grab the ray gun which drops from the alien player. At this point you can "trade" the weapon. Harpoon = +5 Strength, +2 Magic, -3 Agility | Dropped: Eskimos, Snow World
Lance: +4 Strength, +2 Defense, -2 Agility | Bought: Snow Store
Sai = -2 Defense, +6 Agility (Critical Hit Ability) | Dropped: Ninja Pirates, Pirate Ship
Unicorn Horn = -3 Strength, +6 Magic, +1 Defense | Dropped: Unicorn, Wizard Castle Interior – Kill Painter when there is a unicorn in the room
SPACE
Steak = +4 Strength, -2 Magic, +4 Agility | Found: Ice Castle - Hanging on the wall on the second screen.
Sausage = +1 Strength, +1 Magic | Dig - Desert Chase - First X
Lobster = -1 Strength, +1 Agility | Dig - Tall Grass Fields - On the beach at beginning
Umbrella = -2 Strength, +3 Defense | Dig - Tall Grass Fields - In front of the rain dancing miniboss hut

Group 8
Battle Axe = +0 Strength | Given: One of the four knights' starting weapons.
Black Katana = +2 Magic, +7 Defense | Dropped: Winged Knight, Wizard Castle Interior
Crystal Sword = (Ice Ability) | Dig - Ice Castle - In the screen where the boss appears and disappears with the princess, need Pazzo
Candlestick = -1 Strength, +1 Magic (Fire Ability) | Dig: The Marsh - After you defeat skeletons and walk past the houses.
Black Hammer = +1 Strength (Critical Hit Ability) | Found : The Marsh - After you get past the hut, there is a series of gravestones. Break the top left most gravestone after the hut.
SPACE
Fishing Rod = -1 Strength, -1 Magic, -1 Defense | Found: The Marsh - Take the cardinal into The Marsh. You'll get it in the section after where the flying knight comes in.
Wrench = +1 Strength, -1 Magic (Critical Hit Ability) | Found: Tall Grass Fields - In the beginning a guy is working on a catapult, behind him.
?

Group 9
?
?
?
?
Spear = -2 Strength, +4 Agility (Critical Hit Ability) | Found: Medusa's Lair - Break all the fish statues, one of them has the weapon in it
SPACE
Glowing Red Rod = -4 Strength, +5 Magic, +5 Defense (Critical Hit Ability) | Dropped: Black Mages, Wizard Castle Interior
Chicken = +2 Magic, -1 Defense, +1 Agility | Dig: Snow World - X under the first set of houses
Flaming Sword = +2 Strength, +2 Magic, +2 Agility (Fire Ability) | Dropped: Wizard, Final Battle

You can pick up weapons from enemies once you kill them to unlock them. After that, they can be swapped at any time from the blacksmith guy. Just walk into the giant frog's mouth.

You didn't really specify which weapon you wanted.

Here is a list of most of the weapons in the game. If you click on a weapon, it will tell you the location.

http://castlecrashers.steam-punk.net/Weapons