Undine

Undine is a set of club-like elemental weapons first appearing in the second game, Bayonetta 2 that can be equipped to both the hands or feet slot. As well as being used for heavy melee attacks, they can expel streams of fire or ice at enemies to either ignite them for damage over time or freeze them solid for an easy break. They appear to act as a successor for Durga from the first game, another set of elemental based weapons.

In-Game Description
"'Two flamethrowers containing the soul of Undine, who threw herself into the Coctycus river after a failed relationship."

"Undine's extreme feelings of jealousy burst into searing flame, reducing her enemies to ash. Her breath of lament freezes all who are hit by it dead in their tracks.'"

How To Obtain
During Chapter IV, Verse 1, the first half appears after the battle with Fidelity. The second half can be found in Verse 6 after fighting Urbane. After the cutscene with Loki and The Masked Lumen, found in the rubble on the right after going straight. It's the third weapon you can obtain in the game. Even though you get the first half automatically, it's hard to miss the second one a couple of verses later. The alternative set can be purchased at the Gates of Hell for 49800 Halos.

Unique Traits
Much like Durga before it, Undine's most notable unique trait is its ability to switch between two elemental states; one of fire and one of ice. However, unlike Durga, Undine's combo inputs and animations do not change between states, effectively making it a weapon that can switch between the type of effect it will inflict on enemies, rather than having two distinct move-sets in a single weapon. Due to its rather slow move-set and moderate damage, Undine depends heavily on the effects it inflicts on enemies and on a second, harder hitting, weapon.

Bullet Climax: Executing a Bullet Climax will alter the current elemental state to the opposite state, Fire to Ice, and Ice to Fire. When doing this Bayonetta will spin and project the appropriate element at all enemies around her, dealing damage.

Charge Modifier: By holding the appropriate button, Bayonetta will project a stream of searing fire, or freezing ice, at enemies. The flame stream will eventually ignite enemies for additional damage over time, while the ice will freeze them solid, similar to the effect Odette could achieve in the first game.

Wicked Weaves & Umbran Climax: Undine summons Hydra to sweep and jab at enemies from various angles. The demon appears drenched in either fire or ice depending on the element chosen, but does not appear to confer elemental effects, being merely a cosmetic change.

Rusalka
Rusalka is Jeanne's equivalent of the Undine. The framework colors of Rusalka are colored silver and gold as opposed to Undine's black color.

In-Game Description:

"'An infernal weapon containing the souls of lonely water spirits, known as Rusalka, who failed to become brides. The screams of their souls as they escape the machine are at times horrible flames of destruction, or blizzards of the coldest temperatures.'"

Trivia

 * Undine is possibly a reference to the alchemical works of Paracelsus; Undine are Nymphs representing the element of water. How the weapon uses fire and ice represents the extremes that come to manifest the median stable of liquid water.
 * The demon's themes of jilted love is likely a reference to the famous 1811 fairy tale novel of the same name; along with many other literature and film themes, the novel was adapted into theatrical performances, ballet shows, and opera pieces, one of which made famous the actress Audrey Hepburn.
 * Rusalki (plural form of Rusalka) are sea nymphs, spirits, or mermaids from Slavic mythology.
 * The weapon's form seems similar to either gust generating bellows or a pair of Japanese Kanabō, perhaps even a pair of heavily modified billy clubs.
 * Out of all the weapons capable of simultaneously attacking while dodging whilst performing Tetsuzanko (Rakshasa, Chernobog, and Salamdra), Undine is the only that will also unleash a Wicked Weave. (Though the other weapons' damage from the move are comparable regardless.)
 * There is a minor detail where the dodge that activates Witch Time is not due to the leap that Bayonetta performs (similar to Salamandra's Heel Stomp), but rather from Bayonetta ducking right before the leap.

Undine