When you get the "Another Piece Of The Puzzle" quest (do not complete), you can 
go to a secret house in New Haven. When you enter the house, you take a lift 
down to the bottom. There is one regular weapon chest and a red weapon chest. 
The red weapon chest always contains the "Rider" gun, which is a reference to 
the Red Ryder BB gun from the classic movie A Christmas Story. Its stats usually 
vary slightly each time you get one. The weapon can only be found in this house. 
The weapon's manufacturer is "Gearbox" (the game's developer), as opposed to an 
in-game company such as Dahl, Hyperion, etc. Note: When this location is used 
with the others in New Haven for the "Easy loot and money" trick, you can get a 
lot of loot and money quickly.