As far as I can tell, in the TV show, there are four Valyrian steel swords still known to exist:
Longclaw (Jon Snow)
Oathkeeper (Brienne of Tarth)
Widow's Wail (Cersei Lannister, previously Joffrey Baratheon)
Heartsbane (Samwell Tarly)
Oathkeeper and Widow's Wail were made from Ice, a Valyrian steel sword that previously belonged to House Stark. Ice was reforged into two smaller swords
There is also a dagger that was used to try and assassinate Bran Stark (S01E02)