Frank uses a Saber Sword made from different items, as follows:

Bus-Stop Saber: Roswell, front of the hotel.
Cactus Saber: Grand Canyon, near end of town (left side).
Fireworks Saber: Rio de Janeiro, football court.
Kokeshi Saber: Moana Village, near the statue (left side).
Legend Saber: Uyuni Salt Lake, 4th floor, down-right of the door.
Marlin Saber: Sunken Ship, top-front of the boat.