You can obtain several weapons in this game for free. Here I will list the locations of these weapons:
Handgun - Automatically available from the start of the game.
Shotgun - Found in the house that triggers the villager attack cut-scene in the village in 1-1. It is in the upstairs bedroom, hoisted on the wall. However, on the Easy difficulty, it is automatically available from the start of the game, like the Handgun.
Punisher - Shoot 10 of the 15 Blue Medallions around the village and cemetery. The Merchant will give you this gun for free the next time you see him. If you shoot all 15 of the Blue Medallions, you'll also get a free Firepower upgrade for the gun.
Rocket Launcher - Found towards the end of 3-3, in the large room with the bridge crossing it. Cross the bridge, but instead of going through the door at the opposite end, turn left and head down the passageway in this direction. In the middle of this large room, there is a glass cabinet filled with ammo and, of course, a free Rocket Launcher. Beware, as there are Zealots lurking in this room.
Broken Butterfly - In 3-2, Leon will pass by a locked door with a high window that he mentions he may be able to get into with the help of another person. Backtrack to this area in 4-1 when Ashley has rejoined you. Leon will give her a boost up to the window, and she will climb into the room and unlock the door. Inside the chest in this room is a free Broken Butterfly, which is well worth getting considering how expensive this excellent gun is to purchase. There are also several other goodies in this room.
Rocket Launcher (Special) - Given to you by Ada in the final battle against Saddler, once you have damaged him enough. You can only use it against Saddler.
Added by: Volke Oct 30th 2011, ID#7924