weapons I've found in the game include the standard whip, machetes,
bows and arrows, spears, Lugers and for killing supernatural
critters funky Aztec swords.
the whip is allegedly the weakest weapon in the game, its ability to
reach through obstacles, even walls, gives you an enormous advantage.
Get jaguars (the toughest regular monster in the game) and Nazis to
come at you through a wall. While they're pinned there, whip them to
death. (Why is a whip able to go through walls, while bullets can't
cross water? You got me.)
is also a faster weapon than the others. After a single swing of the
Aztec sword especially, expect to get hit several times by your opponent.
Therefore, only use it on supernatural enemies.
according to the help file, your weapons aren't supposed to be able
to hurt enemies on a diagonal, all the slashing weapons are actually
able to, although only within a one-space radius of course. Still, this
is a powerful advantage when fighting tons of nasty critters. (Which
happens far too often.)