You can use the PlayerPrefs to save an object's position and rotation in a string, and when the level is reloaded, re-instantiate or move the object to the saved position/rotation. This is somewhat tricky to be done because you must decode the string into the original values.
To save the "Weapon2" object's position and rotation, you can do something like this:

    var s = transform.position.ToString()+transform.rotation.ToString();
    PlayerPrefs.SetString("Weapon2", s);

This saves a string like this: "(123, 2, 209)(0.5, 0.3, 0.3, -0.7)", associated to the key "Weapon2".
When loading the level, try to GetString with this key; if it's found, decode the string and get the position and rotation from it and move or create the weapon:

    var sWpn2 = PlayerPrefs.GetString("Weapon2","notfound");
    if (sWpn2 != "notfound"){ // if Weapon2 key found...
        var delims: char[] = "(),".ToCharArray(); // define delimiters
        // split the values in an array
        var values: String[] = sWpn2.Split(delims);
        var pos: Vector3;
        var rot: Quaternion;
        pos.x = float.Parse(values[1]);
        pos.y = float.Parse(values[2]);
        pos.z = float.Parse(values[3]);
        rot.x = float.Parse(values[5]);
        rot.y = float.Parse(values[6]);
        rot.z = float.Parse(values[7]);
        rot.w = float.Parse(values[8]);
      // create the weapon using this position/rotation...
        Instantiate(wpnPrefab, pos, rot);
      // or move the existing weapon there:
        weapon.transform.position = pos;
        weapon.transform.rotation = rot;
    }

Really without manually saving the data (to file - as any properties will be reset/initialized) you can't.

What are you trying to do? Can you set the GameObject up with 'ExecuteInEditMode' without playing?

If you mean saving for the next scene you could use

http://unity3d.com/support/documentation/ScriptReference/Object.DontDestroyOnLoad.html