You can find the Cryogun in a case before you leave Vault 111. Typically, you’ll need the Master level Locksmith skill if you want to open it. However, you can find Dogmeat (your canine pal) and bring him near the case. Use the Fetch command and select the Item option. He’ll grab the gun for you and drop it in front of you so you can add it to your inventory. He also packs ammo, because he’s helpful like that.
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