No, it's not the result of a customizable weapon. It's just 2K community manager Elizabeth Tobey's dachshund, Pancake. Isn't Pancake just adorable?
The real Borderlands 2 collector's edition won't come with a dachshund to sit pretty in your loot chest, but it does come with a bunch of other goodies.
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Pancake is famous [dahanese via Reddit]