NOTE: Cait Sith does not have a Level 4 Limit Break. His second level Limit Break, called Slots, is actually a combination of 7 different Limit Breaks. However, it can be gained normally and you don't have to find an item to learn it.

Caith Sith's Ultimate Weapon

Cait Sith's ultimate weapon is called HP Shout. You can get it at Shrina HQ, but Cloud won't take it the first time around. Instead, when you return to Midgar to stop Hojo, take the right path at every fork in the subway. You should reach a ladder that you can climb to come out in front of the Shinra building. Cait Sith will hop out and tell you to turn around, but you should still go in the front door. Take the elevator up to floor 59 and then go to floor 64. Enter a room that has three rows of lockers in it. HP Shout is in the locker on the third row over to the left. You can also pick up Cid's Glow Lance from floor 63.