There are a lot of weapons in San Andreas. Just search around and explore. The easiest way is to buy them from Ammu-Nation. You could also get weapons by doing the collectibles. Such as:
- Collecting all 50 horshoes will get you a M4, SMG, Combat Shotgun & Satchel Charges in front of The Four Dragons Casino in Las Venturas.
- Collecting all 100 gang tags will get you a Sawn-Off Shotgun, Tec-9, AK 47 & Molotov Cocktails in The Johnson House kitchen.
- Collecting all 50 snapshots will get you a Micro SMG, Shotgun, Sniper Rifle & Grenades next to the Doherty garage in San Fierro.
You can also get a bunch of heavy weapons at Toreno's crib, after completing the
Vertical Bird mission. You'll have there a Heat Seeking Rocket Launcher (with target), Rocket Launcher (without target), Minigun & Flamethrowers.
You can also find
here an useful Java Map with all pickable weapons. Simply tick the
Weapon word on the list from the right and you'll see all weapons. Here are some more maps & videos with weapons locations:
Map;
Weapons Locations in Los Santos;
Hidden San Fierro Weapons;
Hidden Las Venturas Weapons &
Expert Weapon Locations in the Badlands.
Here's also a link with locations only, but with more information about the weapon.