Sting was an elven short sword which Bilbo Baggins found amid the booty of three trolls. He coined the name himself and later gave the blade to his nephew Frodo.
Glamdring also appeared in the trolls' cave: a much longer sword than Sting. Gandalf the Grey claimed it and used it on his subsequent adventures.
The sword Narsil was shattered during a battle with Sauron long ago. In the books, Aragorn carried it with him; in the movies, the pieces stayed in the House of Elrond.
The shards of Narsil were eventually reforged into Anduril: the sword of Aragorn the king
Herugrim was the sword of King Theoden of Rohan, which he carried during the Battle of Pelennor Fields.