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)