Dark Sister is a famous Valyrian steel longsword, one of two ancestral swords of House Targaryen (the other being Blackfyre). Dark Sister was wielded by at least one woman during its history and may have been forged for a woman warrior originally as its slender blade is designed for a woman's hand. The sword was in the possession of the Targaryens since before Aegon's Conquest.
It was known to be wielded by:
Queen Visenya Targaryen, King Aegon I Targaryen's elder sister, and wife.
Queen Alyssa Velaryon, who stole it after the death of Dowager Queen Visenya.
Prince Daemon Targaryen.
Prince Aemon Targaryen, the Dragonknight.
Lord Brynden Rivers, also known as Bloodraven.
So where is Dark Sister now?
The last man we know wielded the sword was Brynden Rivers, who was jailed before Aegon V the Unlikely was proclaimed King by a Great Council. When his older brother maestar Aemon chose to remove himself from the realm by taking the Black, Brynden Rivers was sent with him.
Theoretically, it is possible Brynden Rivers still had Darksister with him when he went to the Wall with Aemon. However, it strikes me as highly unlikely that such an important family heirloom would be left in the hands of a prisoner.
It could be hidden at the wall, it could have been lost in the mysterious tragedy of Summerhall, be glamoured by Bloodraven in King's Landing somewhere, disguised as another sword, or even quite possibly have been hidden in the crypts at Winterfell (maybe it is the missing sword from Lyanna's crypt).
With Blackfyre most likely in Young Griff's possession, it would only be fitting if Dark Sister reemerged too...