Just like everyone else...
Kingdom Key
Two Across
Bond of Flame
Oathkeeper
Oblivion
along with some sort of Ultima Weapon, I'm sure. I think it'd be cool if there was a Keyblade for each Organization member. Like, the teeth of Marluxia's would resemble a Scythe, Larxene's would be a row of daggers, Xaldin's would be lance-like, Luxord's would be some sort of card, etc.
Though I could really only see that happening for, like, Xemnas, Xion, and other Organization members that don't die in Castle Oblivion. And even then, if Roxas doesn't have significant relations with any of them, then there isn't a huge reason for him to get a Keyblade from each member. Sora got Bond of Flame because Roxas was really close to Axel, and Sora got Two Across because he was Roxas's Somebody. Sora didn't get a Keyblade from Saix, Xigbar, Luxord, or Xemnas because he didn't have a great link to any of them.