This node is being updated as the World of Darkness evolves. It was last updated on February 20, 2002.
In addition to the list given above by Lanatha, White Wolf has since created several more games set in the World of Darkness:

Kindred of the East was originally intended to be a mere supplement for Vampire: The Masquerade, but it was published as a large hardbound volume and has gained more than enough detail and popularity to be considered a game in its own right. "Kindred of the East" is a misnomer; the kuei-jin as they call themselves (or "Cathayans" to gaijin) are in no way, shape or form related to the vampires of Europe and the Americas, bearing only a surface resemblance. They absorb chi, or life energy (more or less identical to Quintessence and Gnosis; basically, magical and spiritual energy) from living beings rather than drinking blood (although the drinking of blood is one way to absorb chi).

Kuei-jin are, unfortunately, unremittingly twinky. To give you some idea, even a relatively weak kuei-jin could easily take out a Kindred ancilla, and probably give an Elder a run for its money.

Kindred of the East as a game revolves around the struggle of creatures which have literally walked through Hell and come back to Earth with some karmic debt to repay. If they manage to learn what their karmic debt is and repay it to some degree, they attain a higher degree of spiritual enlightenment. Kindred of the East is confusing from a rules standpoint, and is based heavily on Eastern philosophy, which is often alien to Westerners. A very rewarding game, though, if you can wrap your head around it. The rulebooks feature some of the best art to be found in White Wolf books, and have a very anime-esque feel.

Hunter: The Reckoning, by contrast, is so Western it hurts. Some humans, we learn, have (just recently, in the late 1990s) been "imbued" with supernatural powers by some unknown force, and have been given the commandment to go forth and smite supernatural fundament. I can't think of this game (or see the cover art) without thinking of Evil Dead and Army of Darkness. The theme here is humanity taking back the night from the (malevolent) vampires, the (stupid) werewolves*, the (completely inoffensive and really rather nice) changelings, the (largely already destroyed) wraiths, and the (formerly all-powerful but now sadly on the run) mages. The idea here is to play a perfectly normal person who suddenly learns that supernatural creatures exist, and must be destroyed. This would be a neat idea, but for the fact that Hunters, like Kindred of the East, are drastically overpowered.

Mummy: The Resurrection concerns the Mummies (as you might have guessed), which were created to be immortal soldiers in the ancient vampire Osiris's war against the even more ancient vampire Set (yes, the Set who founded the Followers of Set). Up until now, everyone believed that Osiris lost the war and only a few mummies remained, but that's changed. Osiris is back, and he's been causing old mummy souls to join with new human souls, creating a new army of mummies to fight the forces of darkness.

...And then there's Exalted, which is a high fantasy/adventure game set in the chaotic, shapeless world that existed before the World of Darkness. The Exalted are the warriors of the Gods. Having been charged with the care and feeding of Creation, the Exalted are powerful heroes. Most of the Exalted were killed off in a witch-hunt performed by the weakest but most numerous of their number, the Dragon-Blooded, having been judged to have fallen to corruption. But new humans are being Exalted by the gods, and they fight to bring about a new golden age. This is very much a game of heroism and hope, with strong high-fantasy and anime elements. It is tied to the World of Darkness only very loosely, as the world of Exalted is one where there are not enough people in existence for reality to be calcified by their beliefs and expectations, forced into a particular shape by the human expectation of stability and order. This is the world which will eventually become the World of Darkness that we know, once populations grow large enough to cement reality into the shape we know it to be today. I personally don't care for Exalted, as I prefer a game that is more closely tied to our world.

The next game in the World of Darkness lineup is called Demon: The Fallen. Very little is known about this game, except that it will presumably involve the player-characters being demons. Whether they will be servants of the Wyrm, of evil Celestines, or actual demons, no one knows yet. However, it is my humble opinion -- and please forgive my subjective nattering here -- that the last thing that the World of Darkness needs is another supernatural group. You can hardly chuck a rock without hitting a faerie, a vampire, a mage, a mummy, an Imbued, a fomor, a shifter, or some other damned thing as it is. But now demons? I suppose we'll see what White Wolf has done with them, and then decide.

Finally, it is important to note that Wraith: The Oblivion has been discontinued as a game line, and that most wraiths were destroyed in the Sixth Great Maelstrom.

*A favorite phrase among the Bellingham gamers: "The Garou are Gaia's special children. You know, short-bus special."