This cheat is to have 3 weapons with you in Nazi Zombies in Natch der Untoten.

When you unlock the HELP room go with someone else and have them crouch on the left side of the mystery box and you stand on the right side and have them cook (hold down) a grenade so that the need to be revived but keep your crossairs on them when they blow themselves up.

Now that they need to be revived open the mystery box and when it about half way down choosing the gun start reviving the player and then once the gun has been chosen and stopped quickly while you are still reviving the player, tap X quickly twice but on the second time hold it down so you finish reviving them.

You should then have that gun you picked up plus the other 2 guns you had before. It has to be done quickly otherwise it wont work.