There are numerous people in the forum, that seem to have some issues with the Steam Workshop for Killing Floor. This guide tries to address some of these issues and offer help, where possible. Since there isn't only one problem out there, you will need to identify, what is wrong exactly. Just complaining "I've subscribed weapon XY, but it doesn't show up" isn't very helpful. Therefore I will list the most common problems I've encountered or heard of.

This is pretty basic, but since many people keep on asking about this stuff, it should be mentioned here. While most things like mutators, gamemodes or maps can be added to the game straight forward via subscription, some stuff (especially weapons and characters) requires an additional mod/mutator to enable it. Always read the description of the workshop item carefully, how to install it.

You are quite new to custom Killing Floor items and have subscribed a weapon or character, that does not show up ingame, while other custom things (like maps) do.

You have to find the appropriate tool. For example you can add weapons easily to the game by using the WeaponsWorkShop. A more advanced approach is the allmighty ServerPerks (guide), which you can also use to activate the alternate characters.

There is a limit to the number of items you can subscribe. It is a little bit irritating, since you can subscribe as many items as you wish, but Steam only handles the installation of 50 items per game. This is a problem by design and since steam does not warn you about it, it seems to be the No.1 problem people have with the workshop.

You have subscribed 50+ items, but only the first 50 items are downloaded by the Steamclient.

Just unsubscribe some items. It may happen that you have to trigger the download afterwards by resubscribing your wanted item.

Since Killing Floor workshop items aren't deleted by unsubscribing them, you can safely unsubscribe any item, that is already installed on your client. By that you can manage to install your 23745682 custom weapons and that single Hello Kitty character skin - just make sure you don't have more than 50 items subscribed at once.

After the Steamclient downloaded an item, it will be copied to the KillingFloor game folder as a "TempArchive". Once you start Killing Floor, the game tries to extract the contents of this archive to the appropriate folders. This is displayed ingame as "Downloading itemXY" in the top right corner of the main menu.
Sometimes KF fails to extract an archive for some reasons. If it does, it will not even try to extract any other archive.

Whenever you start KF the same items are displayed in the top right corner of the main menu ("Downloading itemXY") and they do not seem to be installed afterwards.

Find the troublemaker and unsubscribe it. This does not have to be one of the items displayed in the main menu! In fact it rarely is. To find it, you can browse to your KillingFloor/System folder and check the KillingFloor.log for errors.
The complete path on a regular win8.1 machine might look like this:

This bug is rather rare! The Steamclient keeps track of workshop items that it has already downloaded. If you had any other issue with downloading KillingFloor stuff, this may occur as a follow-up problem, as the Steamclient might think, it has already downloaded everything necessary. It also sometimes seems to affect completely new subscriptions.

You have subscribed less than 50 items, yet when subscribing another one, nothing happens on the downloadpage of your Steamclient.

CAUTION: This fix is not severely tested! Use at your own risk!
However several players confirmed the following worked for them:
You can go to your userdata/number/ugc folder, where you will find a file called "1250_subscriptions.vdf". This is your download history for KillingFloor workshop items. If you delete this, all downloads of KillingFloor will start again (eventually you have to trigger them by restarting the Steamclient or subscribing an additional item).
On a win8.1 machine the folderpath might look like this:

Although I've only got positive feedback (see the comments below) I strongly recommend you to only delete files, when you know what you are doing!

A very rare issue! After the Steamclient downloads all necessary files, it creates a "TempArchiveXY" container with these files in the KillingFloor base directory. Or at least it should. It sometimes won't. The TempArchives are the files, Killing Floor will try to extract (see the other issue above).

The Steamclient is downloading stuff, but KillingFloor is not extracting stuff. None of the issues above is present.

I'm unaware of any fix for this problem!

In the ugc folder mentioned in the issues above there is a subfolder called referenced. It contains the downloaded Steam Workshop stuff. From these folders Steam SHOULD create the TempArchive. You might be able to install these files manually from there. If you want to do so, I recommend to take a look at appendix A and this guide!

When you press the "subscribe"-button, the requested files will not be installed instantly. Understanding the workflow of the Steam Workshop might help to find new solutions/fixes. I will quote cmicroc on this, who seems to have kept himself busy with it:

Originally posted by cmicroc:

(...)when you subscribe to the item steam first downloads it to that ugc folder, and the name of the archive will match one of the files included in it. Then when you run Killing Floor it will move the file from ugc to the root folder of your KF install and call it TempArchiveXX, where xx is some random number. Then theoretically KF unpacks the archive and moves the files into the correct sub-directories.

If you wish to understand the archive-structure of the files (in either the ugc-folder or the TempArchives), I recommend his guide!