We can break this down into two categories:
For internal security purposes, does the ISS have any type of weapon on board?
For global security purposes, are there any orbiting weapons (that we know of)?
Obviously governments launch lots of top-secret payloads, so ignoring those for now.
There's a handgun on the Soyuz attached to the Space Station. Does that count?
The Outer Space Treaty forbids placing weapons of mass destruction in space. Other than that handgun on the Soyuz, that's about it. That handgun is a weapon of bear or wolf destruction, not a weapon of mass destruction.
This question is a bit tougher to answer when you consider the fact that anything moving at 17,000 mph can be a rather potent kinetic weapon. China and the US each blew up one of their own satellites as a demonstration of their prowess. If they could destroy one of their own, they can certainly destroy satellites belong to some other country. The Outer Space Treaty doesn't appear to address anti-satellite weapons.
The Soviet space station Salyut 3 used to have a gun (an aircraft autocannon) equipped on it (reference).
The cannon was a modification of NR-23 autocannon used in Tu-22 aircraft. Russian version of Salyut-3 Wikipedia article claims that this weapon system, named "Shchit-1" (in Russian "Щит-1", translated as "Shield-1"), was implemented as a self-defense measure against potential capture of the station by Space Shuttle orbiter:
The leaders of the Soviet military-industrial complex had concerns that one of the "military" applications of the Shuttles would be inspection and removal of Soviet spacecrafts from orbit.
The following quotes (translated from Russian) are from this webpage, based on an article in "Popular Mechanics" ("Популярная механика") magazine, №10 (12), October 2003.
The OPS [OPS-2 (Orbital Piloted Station-2), aka Almaz-2, aka Salyut-3] was equipped with an aircraft rapid-fire NR-23 cannon (modification of Tu-22 jet bomber tail gun) designed by Nudelman - Rikhter.
Estimated firing range for shooting orbital targets was more than three thousand meters. The gun fired 950 shots per minute. The shell weighing 200 g flew at a speed of 690 m/s.
Below, allegedly, is the photo of the cannon (source):
When shooting in space, the recoil of the cannon was equivalent to a thrust of 218.5 kgf [2.143 kN], therefore the station had to be stabilized, which was easily handled by two main engines with a thrust of 400 kgf [3.9 kN] each and engines of rigid stabilization [sic] [attitude control thrusters, perhaps] with a thrust of 40 kgf [0.39 kN] each.
The cannon was mounted rigidly under the belly [sic] of the OPS [-2]. It could be aimed at desired point with help of the sight by the means of turning the entire station manually or by using remote control in order to [automatically?] follow the target. The firing of the gun was controlled by a "programmatic control equipment" ("PKA" [in Russian "ПКА"]), which calculated the salvo [sic] required to destroy the target with the shell flight duration of one to five seconds.
On 24th of January 1975, when the station ... was being deorbited, the gun fired its first (and ... last) salvo [sic]: the developers needed to know how firing the cannon affects dynamics and vibrational stability of the Almaz [-2 station]. The tests were successful ... and shells were fired [in direction] against the orbital velocity vector [firing was controlled from the ground], and burned in atmosphere ... before the station did.
As David Hammen states in his answer, the Soyuz emergency landing survival kit included a gun, but, according to James Oberg, not any more.
For decades, the standard Soyuz survival pack included a deluxe all-in-one pistol called the TOZ 82 with three barrels and a folding stock that doubled as a shovel and contained a swing-out machete. There were a few dozen rounds of three types of ammunition—rifle bullets, shotgun shells and flares—in a belt attached to the gun.
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According to the article, the pistol is still on the official list of kit contents, "But before every mission we meet to review that list and vote to remove it for this specific flight."
Anything big enough in orbit can be used as a weapon due to its immense gravitational potential and kinetic energy. You can smash a satellite into another one as sabotage,the brilliant pebble project demonstrated here (http://en.wikipedia.org/wiki/Brilliant_Pebbles#Brilliant_Pebbles) or just deorbit it for ground bombardment if you can calculate the trajectory well enough (http://en.wikipedia.org/wiki/Rods_from_god#Project_Thor).
"The TP-82 was a triple-barrelled Soviet pistol that was carried by cosmonauts on space missions. It was intended as a survival aid to be used after landings and before recovery in the Siberian wilderness.
The pistol could be used for hunting, to defend against predators and for visible and audible distress signals. The detachable buttstock was also a machete that came with a canvas sheath.
The upper two shotgun barrels used 12.5×70 mm ammunition (40 gauge), and the lower rifled barrel used 5.45×39mm ammunition developed for the AK-47 assault rifle. "
https://en.wikipedia.org/wiki/TP-82_Cosmonaut_survival_pistol
This firearm is a puzzling design. It is basically a double barreled 40 Gauge shotgun on top of a single shot pistol. Very tiny shot shells. Maybe good for grouse? The single shot 5.45x39 is an armor-piercing equivalent of the US 5.56x45 used in M-4 and M-16. There are much better options for protection from wolves. It weighed 3 1/2 times as much as the Makarov pistol it replaced. The Makarov magazine held up to twelve 9 mm rounds, which would give a wolf pause for thought.
Fired inside the ISS, the shotgun's effect would depend on the size and composition of the pellets. The 5.45x39 has steel core bullets (sometimes hardened steel). Fired from a rifle, it will go through several car doors. Even with a short pistol barrel, it would certainly pierce the ISS hull, but leave a small "exit wound" inn the hull. Used on a Cosmonaut, however...
The Soviet explanation that the weapon was intended as a survival weapon is a bit lame. Was it planned to be used in orbit against a berserk crewmember? If the shotgun pellets and powder load were chosen carefully, they could do serious harm to crew but maybe not the hull. The 5.45x39 would be lethal and leave a small, repairable hole in the hull.
“Two in the chest and one in the head”?
Its crazy to think you are actually safer with a gun than without one in a spacecraft, but many people feel that way about their homes.
