Known to still exist:
Widow's Wail, One of two Valyrian blades reforged by Tobho Mott from Ice. The blade was made for King Joffrey Baratheon as a wedding gift by his father Tywin. Where it was given its name from the shouted suggestion of an unnamed guest. Following Joffrey's death, ownership of Widow's Wail has presumably passed to King Tommen.
Oathkeeper, One of two Valyrian blades reforged by Tobho Mott from Ice. The blade was made for Ser Jaime Lannister, but he has given it to Brienne of Tarth for use in her quest to locate Sansa Stark. The blade was given its name, Oathkeeper, at that time.
Heartsbane, the ancestral two handed greatsword of House Tarly, currently in the possession of Randyll Tarly.
Longclaw, the ancestral Valyrian steel bastard sword of House Mormont. Currently in the possession of Jon Snow.
Lady Forlorn, the ancestral sword of House Corbray, it is currently in the possession of Lyn Corbray.
Red Rain, the ancestral sword of House Drumm.
Nightfall, the ancestral blade of House Harlaw and currently wielded by Harras Harlaw.
Known fate:
Ice, the ancestral two handed greatsword of House Stark. Following Eddard Stark's execution in King's Landing, it was melted down and reforged into two longswords(those being Widow's Wail and Oathkeeper).
Unknown fate:
Blackfyre, the sword of Aegon I Targaryen. Carried by all Targaryen kings till Aegon IV who gave it to his bastard Daemon Blackfyre who rose in rebellion against the Targaryens, taking the sword's name for his house. Its whereabouts are currently unknown.
Brightroar, the ancestral sword of House Lannister, lost when King Tommen II Lannister of the Rock sailed to Valyria and never returned.
Dark Sister, the sword wielded by Visenya Targaryen. The last known owner was Bloodraven.