Combi-weapon
Combi-weapons are specialized weapons used in Warhammer 40,000, mainly the Imperium of Man, Chaos Space Marines, and the Orks. A combi-weapon is essentially a bolter with another weapon integrated into it. Among the Space Marines they're commonly used by Terminators and most famously by the Deathwatch. One can only utilize both weapons at the same time in single shot mode. They come in several varieties.
Space Marines
Combi-flamer
A boltgun with a flamer attached to its underside. Especially useful for close combat situations.
Combi-meltagun
A bolter with a meltagun attached to its underside. Very useful when hunting tanks.
Combi-plasma
The most prevalent type of combi-weapon among loyalists, combi-plasma guns are extremely useful. A popular tactic is to fire a plasma blast first, allowing the plasma to burn through whatever armor is present, then fire a bolt, which will be able to pierce the exposed flesh and explode inside the target.
Combi-grav
A bolter with a gravgun attached to its underside. It serves the same purpose as a Combi-plasma except it fires more shots and has an equal chance of hurting any vehicle while plasma ranges from ouch against light vehicles to all but useless against the heaviest ones.
Infernus Heavy Bolter
Added in with the Deathwatch army, it's just as it sounds, a heavy bolter with an under-slung heavy flamer, whoever made this must have been high off their tits because that shit is ridiculous. Maybe they've been hanging around orks too long because this sounds like a serious case of wanting more Dakka. You know, I think you're probably right on that one, it sort of makes sense that the guys dealing with Xenos filth all the time would take the most inspiration from them.
Disintegration Combi-Gun
A rare weapon from the Dark Age of Technology, the Disintegration Gun is actually only avaliable in the forms of a pistol or combi-weapon. It does exactly as the name suggests, disintegrate things. In 7E, the Disintegration Gun itself has a very similar statline and effects to the Adrathic weaponry of the Custodes (also described as being disintegration weapons), so one can assume the Adrathus Bolt Caliver (An Adrathic Destructor mounted on a Heavy Bolter) is pretty much a beefed-up version of it. Despite being powerful and looking pretty damn sweet, this weapon is only available on the limited edition "Imperial Space Marine" model, so you're gonna have to deal with eBay scalpers or learn how to convert one of your own if you want one.
Chaos Space Marines
Combi-bolter
Also known as a Twin-linked Bolter, the combi-bolter was basically a pair of boltguns welded together to create a more dangerous weapon. It has been replaced by the Storm Bolter among the Imperium, but is still used by Chaos Space Marines.
Orks
Kombi-rokkit
A shoota with a Rokkit Launcha attached underneath it. Considering orkish ballistic skill it's probably going to miss when you fire it.
Kombi-skorcha
An orkish version of the Combi-flamer with the more powerful skorcha (heavy flamer) attached to it instead of a flamer. The ork version of a combi-weapon is a shoota with something attached to it instead of a boltgun with something attached to it.
Inquisition / Assassinorum
Combi-needler
A weapon used by the Ordo Malleus, a combi-needler combines a bolter with a Needler.
Condemner boltgun
Used by Ordo Hereticus and Sisters of Battle, this is a bolter combined with one-use crossbow. Yeah, it sounds pretty pathetic. The cool point is that the crossbow bolt is filled with a mix of holy promethium and some anti-psychic shit produced by the Golden Throne. So it's not only burn the witch's body, but also burn down his very soul (which is crunch wise auto-peril to any psyker target).
Executioner pistol
Used by Eversor assassins, this is (in DH) a combi-needle pistol, or (in WH40k) a pistol that fires poisonous needle shaped bolt rounds