Can an investigator carry more than one weapon?
From the Attack Action section on page 9:


  Attacking a monster is a common action investigators perform. The 
  player selects one of his weapon or attack Spell cards and chooses 
  a monster as dictated on the card. Alternatively, an investigator 
  may attack a monster in his space using his bare hands.


So an investigator is allowed to possess multiple weapon cards.