1. A Game of Thrones (1996)
2. A Clash of Kings (1998)
3. A Storm of Swords (2000)
4. A Feast for Crows (2005)
5. A Dance with Dragons (2011)
There are also 2 novellas set in the same world, which are considered canon:
1. The Princess and the Queen (2013)
2. The Rogue Prince (2014)
There are also several other books and collections set in the "Game of Thrones" universe, including "The World of Ice and Fire" (a history book) and "Fire & Blood" (a history of the Targaryen dynasty). These books are considered "companion" books, not part of the main storyline.
However, "Winds of Winter," the sixth book in the main series, is still unfinished and without a confirmed release date.