Unique items are marked by their Purple names. Simply look for all chests and be thorough in searching corpses as you go and you should have this in no time. You can possibly acquire two of them in the starting zone. This achievement only tracks weapons, so if you feel like you've got a ton of Purple items and don't have the achievement, double check if you've counted any armor or accessories by accident.
Note that you do not have to keep the weapons in your inventory to earn the achievement, so feel free to sell them as you go if you don't plan to use them.