BATTLE KNIFE: The good old Battle-Knife. I suppose you start with this weapon in Resident Evil3: Nemesis.		PUMP-SHOTGUN: Another Shotgun in Resident Evil3 is this Pump-Shotgun. It looks like it comes direct from the WWW (Wild Wild West) but it´s power is much better.
	HANDGUN: This Handgun looks different than in the first two parts. It seems to be a Smith & Wesson.		GRANADE-LAUNCHER: Jill has always been a big-weaponed girl. A Granade-Launcher for her collection.
	COLT: What do you say now? The Colt is back in Resident Evil3: Nemesis. Same look - Same power.		MINE-GUN: This seems to be the Mine-Gun. If you shoot something with this gun, the bullet will explode after about 3 seconds.
	SHOTGUN: The Shotgun from Resident Evil2 is also of use in Resident Evil3.		WEAPON UPGRADE: Like in Resident Evil2 there will be Weapon Upgrades in Nemesis. This one seems to be for the Handgun, but I´m not sure.

Also the Gatling-Gun from Resident Evil2 and the 4-Rocket-Rocket Launcher from Resident Evil are of use in Resident Evil3 as seen in the movies. What bothers me is that the movies are all from the first part of Resident Evil3 (24 hours before Resident Evil2), so Jill has the Rocket Launcher and the Gatling-Gun from the beginning? Attention Mr. Nemesis, Jill´s coming!

MAKING OWN AMMO:
In Resident Evil3: Nemesis you´re able to use a specific tool to make your own ammo. You have to use the tool and some sorts of gunpowder, which you find during the game, combine it and you get ammo. Here you can see the process of doing it.

[source: Capcom Japan. Thanks to LiquidSnake]