1. The Terminator (1984): This is the most iconic and well-known instance of the phrase.
2. Terminator 2: Judgment Day (1991): He says it again in the sequel, this time with more dramatic effect.
3. Terminator Genisys (2015): Although this film is not as widely loved as the first two, Schwarzenegger does say "I'll be back" in a scene where he is transported back to 1984.
While there are other movies he's been in, these are the only ones where he utters this famous line.