It is not known exactly how much Valyrian steel is left in the world, although what has survived and been passed down through the generations of houses have been cherished as extremely valuable heirlooms. In A Storm of Swords, Tyrion says:
Valyrian steel blades were scarce and costly, yet thousands remained in the world, perhaps two hundred in the Seven Kingdoms alone.
In the show, we have seen the great longsword Ice, which was then melted down to create two smaller blades of Valyrian steel: one for Jaime Lannister, and one for King Joffrey. Jaime gave his sword to Brienne, which she named Oathkeeper, while after his death Joffreys Widows Wail presumably passed to Tommen, who probably couldn't use a butter knife much less a huge sword. Jon Snows Longclaw is forged of Valyrian steel, as witnessed in this weeks episode, while there was also the dagger with which Bran was almost murdered back in season 1, possibly still in the possession of Petyr Baelish. There are other blades known to exist, such as Lady Forlorn, of House Corbray; Nightfall, of House Harlaw; and Red Rain, which was stolen from House Drumm. However, the sword most likely to appear in the show is Heartsbane, belonging to House Tarly and currently wielded by Sams father Randyll. It is all but confirmed that hell be appearing in the show next year, and with it hell be bringing yet more Valyrian steel into the TV world.