Let's see, hopefully I won't forget some.
Fallout 1: Minigun, Rocket Launcher, Flamer.
Fallout 2: Of course the above, add to that the Bozar, Light Support Weapon, M60, Avenger Minigun, Vindicator Minigun and Improved Flamer (upgraded).
Fallout 3: They made some changes in this game so it's better to start from scratch. Rock-It-Launcher, Minigun, Gatling Laser, Flamer, Heavy Incinerator, Drone Cannon, Missile Launcher and the Fat Man.
In Fallout 3 they have a lot of weapons with unique names that give bonuses over the regular weapons, but I haven't listed them here. You can pretty much find anything on the Fallout wiki by now.
About the allies: no I don't think they do. I'm not sure though, so if you're planning a trip to an irradiated place, maybe it's a good idea to leave your guys waiting for you in the Hub.