PSG 

The PSG is located in six pieces that are hidden throughout the levels. The
PSG stands for Personal Singularity Generator. The PSG creates a black hole
when you fire it. This weapon is good for firing into a room of enemies as
you kill them all in one go. The PSG will blow Oblivion off of his feet. 

The parts are located in the levels as follows: 

In the Sewers - Level 1 
In Silo 3 & 4, Military Base - Level 2 
In the cave in the Lab, The Dam - Level 2 
On top of the Pyramid, The Lost Land - Level 3 
In Refinery One, Oblivion's HQ - Level 4