Well Gilgamesh is a collector so he tries to acquire the balades of the greatest heroes. I don't where the sun and moon ones come from, but since he has a fake Buster, Revolver, and Brotherhood, I guess Squall, Cloud, and Tidus all took turns whooping his ass when he tried. Squal was probably off guard for a second since Gilgamesh was rolling with him through the game when he took Odin's blade and since he failed to kill any of those three he made embarassing fake ones. I don't know how he got the other three.