I've put spoiler boxes for those who haven't seen the 2nd season yet.
Big-O
Arm shields: The layered shields on Big-O's arms are incredibly durable, taking a massive beating throughout the series & not falling off. Used to block Big-O's frontal areas/face along with concealing other features.
Arm pistols: Big-O's super giant robot punch signature move. Two huge pistons in Big-O's arms pull out of Big-O's arms when Roger flips the cover on the hand controls for Big-O's arms & contract when he presses the buttons underneath them. They're Big-O's primary attacks & the air pressure from the pistons combined Big-O's fists deal out an enormous amount of damage.
Hip hookshots: Hookshots/anchors from each of the points in Big-O's hip can be fired out as a grappling hook to ensnare enemy megadeus or tug Big-O to that point. I'm not sure, but there's at least 8 of them on Big-O.
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| Of which, they can be used all at once to assault multiple enemies simultaneously &/or as a surprise attack. They're all activated at once when a circular pad on Roger's right side of the cock pit drops down to expose buttons for the hip hookshots. Also used to drag down enemy megadeus & keep from falling by anchoring itself to the floor. Note: Roger can use the tip of each hookshot as a controlable grappling hook via Big-O's hand controls when he was trying to save Dorothy. |
Radar/scanner: The screen/monitor inside the cockpit of Big-O. It's at Roger's feet which he uses to detect/display status/enemy data. It can be used to locate an enemy's location, his weakness & can be used to zoom in on a target/work as a visual communications line.
Chrome buster: The pink/red head ornament on Big-O's head can be used as a powerful laser cannon after Big-O raises both arms in the air & smashes them together to signal the attack as see in the 1st season's final episode before the credits rolled, though it doesn't have to do those hand gestures. Used to hit distant targets & destroy close-range enemies.
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| It can be sustained for quite a bit of time, as shown when Big-O was trying to destroy a falling object in Act 16. Also can be fired multiple times, as shown when fighting the "Hydra." |
Stomach missiles: 6 rows of missiles with 3 missiles in each row are hidden in Big-O's abdomen. They're quite destructive & Roger uses them as a trump card against tougher opponents. They're launched when Roger presses the launch buttons under a cover on the right side of Big-O's cockpit.
Eye lasers: Lasers from Big-O's eyes are dealt out to distant opponents. Can be used to cut through tough material ala the Chromebuster, but probably doesn't pack the same punch. They're also activated by the same buttons as the arm pistols.
Chest machine guns: The chest area near Big-O's shoulders rise up to reveal 3-barreled machine guns on each side of Big-O's cockpit. Used in conjunction with the stomach missiles to launch a surprise attack.
O-thunder:
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| The casing around Big-O's arms/pistons opens up to draw out 4 barrels that fire pink energy. It all finishes off with a circle that forms from the spinning & firing of the guns that hits its opponents & blows them up. It's activated when Roger pulls back Big-O's hand controls, which retracts & reappears with a new handle to signal the use of the O-thunder. |
Smoke screen:
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| Used only once, the smoke is ejected from Big-O's arms to allow Roger to escape unseen by Bonaparte. |
Energy sphere:
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| Used only in Act 22, the top layer shields on Big-O's arms pop up & shoulder-chest area springs out; both revealing a black-&-gold striped frame which allows Big-O to generate a force field to protect itself from energy attacks, as well as focus it on the enemy to disintegrate it. It's activated when Roger steps on a button & a new control panel at his feet cover the old. |
Final Stage:
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| Big-O shoots its anchors into the ground to stabilize itself & proceeds to form the energy sphere with more shield layers opening up. However, with Dorothy connected to Big-O, the railings for the hand control fold in half so a new railing can form a complete circle with a control stick in the center to aim Big-O's final attack. The gold circle in Big-O's chest opens up to expose a cannon while the back of Big-O springs out as well. The energy gathered at the cannon's mouth works as a force field & when it's fired, it completely obliterates everything in its path, including most of Paradigm City itself. However, it's so powerful, it can only be used once, as the cannon falls off of Big-O as its energy was spent. |
Big-Duo
Eye lasers: Same as Big-O's.
Propellers: As Big-Duo in its mummy disguise was drawing Roger in with its bandages in its left hand, its right hand turned into a spinning propeller that was going to cut up Big-O. Also these propellers are used for flying in its true form.
Smoke screen: Same as Big-O's.
Flight: The only Big that can fly, it uses the maneuverability of the air & its speed in flight to dodge attacks & surprise Big-O from various angles, making Big-Duo difficult to fight, as it has the aerial advantage. Using its fingers/hands as the propellers, having both its arms as jet engines & having retractable wings, it can take off whenever it wants.
Gatling chest missiles: Missiles are fired one after another as it bombards Big-O from above. They're the 2 circular openings side-by-side in its chest cavities.
Megaton missiles: Big-Duo's trump card. The leg coverings retract & the lower legs are moved under Big-Duo as it's flying straight at a target. It exposes 2 black-&-white spinning warheads that Schwarzwald launches when he presses the hand buttons on Big-Duo's controls ala Roger to his Big-O. The missiles are extremely destructive, but Big-Duo only has 2 of them.
Big-Duo Inferno
Flight: Same as its original design, only it's torso bends up instead of its head when in flight mode.
Propeller guns:
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| Shots are rained down from the openings around Big-Duo Inferno's propellers as it makes a flyby pass at Big-O. |
Ultra eye laser:
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| Instead of 2 eyes blasting out laser beams, it only has its modified monicle left eye, which can zoom in to fire a double-helix-shaped eye beam at Big-O. |
Propeller claws/drills:
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| While they both work as propellers fine, these 2 sets are better melee weapons then the original model. The first set, red, are used for grabbing & punching. While the last one, white, are used as spinning drills that can even pierce through Big-O's stomach area. |
Big-Fau
Eye lasers: Seen only in Roger's flashback, we see (a) Big-Fau firing its eye lasers like Big-O, but in 2 different directions at the same time, one laser beam going up from one eye & down from the other.
Wrist buzzsaws/spinning fists:
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| The cuffs/wrist area on Big-Fau's hands/arms can be spun like a buzzsaw to cut through a megadeus while Big-Fau's punching it. The fist can also be spun in the opposite direction to inflict even more damage hit after hit. |
Tentacle lasers:
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| 2 mobile, retractable lasers from Big-Fau's back are pulled out to be aimed in any direction & fire blue laser beams that destroyed a damaged megadeus in one shot. They're activated the same way Roger activates Big-O's arm pistols. |
Shoulder cannons:
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| The arms move to the side to make room for the 2 collapsible cannons adjacent to them that are revealed in Act 25/6. These cannons are long-range weapons that can be shot above & in front of Big-Fau. |
Force field:
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| When Big-O tried punching Big-Fau upfront, it was blocked by Big-Fau's force field. Big-Fau's protected completely from any frontal assault by it & it only seems to drop down when it's not being attacked/starts to attack its enemy. |
Swimming:
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| The only Big that can swim, using its wrist buzzsaws as underwater propellers to make it move easily underwater. |
Rocket arm missiles:
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| Big-Fau's last attack. Alex makes the hour glass turn over completely in the cockpit as Big-Fau starts spinning its fists/buzzsaws as it literally launches both its arms as missiles against Big-O. Only the arm casing isn't used in the slow-moving, but destructive attack, plowing through buildings easily before getting to Big-O. |
Big-Venus
Mouth blasts:
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| Seen once in Act 26's flashback, energy blasts are seem coming out of its mouth in a war torn Paradigm City. |
Reset:
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| Not even an attack, but probably Big-Venus' real purpose. As it was walking through what was left of Paradigm City, it inverted the surrounding area's colors & caused everything it came into contact/gets near to literally disappear. |
Not to mention all the piloted Bigs can act on their own from time to time & even continue fighting on in severely damaged conditions.
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| Such as Big-O after losing its right arm, Big-Duo Inferno without its head & Big-Fau suffering half its body blown away. |
BUT WE DON'T KNOW THAT!! 
Most likely those holes were made to reduce the weight of the blades (something I was wondering) and also to make them slightly more dynamic in the water.