Dude that gun is awesome!

[F-I-D-O]

I like the DC-17 in Republic Commando...a rifle, sniper, and AA (anti armor) all in one.

...Yeah, that. Although it's a little cheating seeing as it's 3-in-1.
I'm going to place my answer with the pistols in Serious Sam instead though. I'm a sucker for dual-wielding revolvers.

It may be 3-in-1, but that's a feature of the gun. I stand by as not cheating, but using a feature. The online breaking of the gun was a mistake. You just have to find all the pieces!
I also like Just Cause's grappling hook (I know, not really a gun) and Red Factions Hammer.
That was cheating.