Dark Sister was the name of the Valyrian steel sword belonging to Visenya Targaryen, the sister-wife of Aegon the Conqueror. A great warrior, she used it in battle as well as riding her dragon during the War of Conquest.
Arya Stark, posing as a common servant, discusses Visenya's role in the burning of Harrenhal with Tywin Lannister, who is surprised at the depth of her knowledge. She mentions that Visenya wielded Dark Sister.
In the books
Dark Sister is mentioned in the Dunk and Egg prequel novellas, set more than eighty years before the events of the series. It is one of two Valyrian steel swords belonging to House Targaryen, the other being Blackfyre. Dark Sister was wielded by Visenya Targaryen and later Prince Aemon the Dragonknight. One of the bastard sons of King Aegon IV, Brynden Rivers, known as "Bloodraven", was the last known wielder of Dark Sister. He used it at the Battle of Redgrass Field in his famous duel with his half-brother Aegor "Bittersteel" Rivers.
The sword's fate after Bloodraven was stripped of his titles and exiled to the Wall is unknown, as is that of its sister-blade Blackfyre.