You'll find it through the main storyline - the general (?) will drop it so you won't miss it.
Dropped by Crimson Lance's Master McCloud? That would be the Eridian CANNON, which is sort of like rocket launcher.
To find an actual Eridian Blaster - you'll need to do a lot of red chest opening (New Haven is the best place for that - just exit &save game - then reload - to check all chests again) - when a chest has Eidian weapon - usually it is the only thing in it. Finding first Eridian weapon actually will increase the chances of finding more soonafter (it did for me). The Eridian weapons can also be dropped by high-level Crimson Lances (I've seen it happen a few times in playthrough 2 in Salt Flats).
I agree, you can find one in New Haven pretty frequently. There are two Red Chests in New Haven and one of them has one pretty often. Also, the "Developer's" Chest in Rust Common West is a good location.