There are a total of 6 legendary weapon collectibles in Aliens Colonial Marines. Finding all of them will earn you the “I Like to Keep These Handy” trophy / achievement. They will also give you some nice bonus XP to level up faster and of course you get to use these weapons. By holding down the select-button you can see how many collectibles you have found in the current mission and your objective is shown as well. After finding a legendary weapon it will be saved automatically. You can quit the mission right away without losing your collectible progress.
After leaving the second level of the circular room that has a big rotating machine in the middle. Instead of following your comrade, look in a small room to your right.
In the underground area, after fighting through the Alien nest. Your comrade will open a door with a red light and in the meantime you will get to listen to an audio message from Cruz. After the door is open you will basically run straight into this legendary weapon. Hard to miss.
After escaping the sewers and getting back your gear. Go straight after O’Neal opens up the door. It’s in a little room on the ground
After retrieving the enemy personell (at the end of the mission) you will have to fight some human soldiers in an outside area. When you go into the next building, go down the stairs and open the door. Look in the left corner of the next room.
Shortly after the mission starts you will have to defend one of your teammates for 20 seconds while he opens a door. After going through the door, make a left and check out the side room at the end of the corridor.
The last legendary weapon is in the area where you have to destroy the third AA gun. It’s basically unmissable. To destroy the objective you have to pick up a rocket launcher and the final legendary weapon is located on the box next to this rocket launcher.