The kukri is the deadliest of Syndicate's three melee weapon types, a curved Nepalese chopping blade that Jacob and Evie can both equip. Pick it when you want enemies to die quickly; it trades away some of the stunning power a cane-sword gives you.
Kukris are built for chopping, and the twins also work them into combos with cane-swords and firearms, even throwing them. Each twin carries one melee weapon at a time, so equipping a kukri means giving up the cane-sword's stun or the brass knuckles' brawling style until you swap back.
Jacob, Evie and Henry Green all fight with kukris in 1868. In the 1916 World War I memories, Jacob's granddaughter Lydia carries a copy of Henry's kukri.