Fighter's Sword — given by your Uncle at the start.
Master Sword — drawn from the Lost Woods pedestal once you hold all three Pendants.
Tempered Sword — free the cursed dwarf smith in the Dark World (lift the rock with the Titan's Mitt), bring him back to the smithy, and pay to have your sword tempered.
Golden Sword — blow open the Pyramid of Power crack with a Super Bomb, then toss the Tempered Sword into the fairy fountain to have it upgraded.
Shield
Fighter's Shield — from your Uncle (buy a replacement in a Dark World shop if you lose it).
Fire Shield — blocks fireballs; sold in a Dark World shop for 500 Rupees.
Mirror Shield — the Turtle Rock dungeon item; deflects magic and beam attacks.
Mail
Green Mail — your starting tunic.
Blue Mail — found in the Ice Palace; halves damage taken.
Red Mail — found in Ganon's Tower; cuts damage to a quarter.
Magic
Magic Powder — take the Mushroom from the Lost Woods to the witch Syrup, then collect the powder from her shop.
Half Magic — sprinkle Magic Powder at the Mad Batter's shrine to permanently halve the magic cost of every item.