I have a constant problem with my companions at The Strip in New Vegas. Basically, every time I enter a casino with any of them and we have to hand over our weapons at the door, when we get outside again only mine are returned to me but theirs are not. Its really annoying because if I forget to ask them to wait out side before entering I end up losing some very valuable and rare weapons. Its happened a few times and I've lost most of the best ones that I have managed to find in the wasteland. (things like the annabelle missile launcher, and the mini-gun from the devils throat) is this a known glitch and can it be fixed? Thanks, Russ.

Yep, it's known. Nope can't be fixed. If you don't have a save from when you still had possesion of the items they are gone. Plain and simple gone, will never return, will never be fixed. Sorry.

Like the cry baby said. You'll need to rewind to a previous save and take the guns from the companions, at least the unique ones.
I have never had the guns stole from me so besides taking them yourself I don't know a fix.