Unarmed Marines
From Halopedia, the Halo wiki
Halo: Combat Evolved
You can see an Unarmed Marine on Halo: Combat Evolved on 343 Guilty Spark if you accomplish the trick to board the Pelican that has just dropped you off. Simply grenade jump yourself to stay in the Pelican. You can travel over the map; then, on top of the building where you first meet the Flood Combat Form, there is a marine you can drop down to. He is unarmed.
Halo 2
On the level Metropolis it is possible to find a marine without a gun. Fight your way through the level until you get to the area where Cortana says "There are some marines trapped in that building. Concentrate on the Wraiths, they're the biggest threat."
Keep fighting until the doors to the base open. Then carefully reverse park a Warthog or Ghost near the door. Head up the first flight of stairs, then halfway up the second, then head back down to the entrance. If done right, the Scarab should approach. Quickly jump into your vehicle and head to the Scorpion Tank. Get out and kick the driver out of the tank. Save the tank from destruction. If you look at the driver, he will have no gun. This Marine will not take any weapon you offer him. Also, if you get him inside a warthog his body will float out of his seat; this is because his death is "scripted".
Also, Commander Miranda Keyes in The Great Journey has no weapon, and will not take one, although she frequently crouches and holds her hands out as if she does.
Also, on the level Regret, when the marines get inside the elevator, it is possible to have a marine without a weapon. All you have to do is trade your weapons with his. You will get his weapon but he will not get yours. He has to be on the inside of the elevator while you're on the outside.
