To keep track of what happened to all the important (Sith or Main leads) lightsabers in the movies. This is mostly going off of memory.
Darth Maul: The double edged lightsaber is cut in half by Obi-Wan Kenobi and what's left tumbles with Maul after Obi-Wan cuts him in half.
1st Obi-Wan Kenobi lightsaber: Gets kicked down the same shaft Maul and his lightsaber later fall into.
Qui-Gon Jinn: Obi-Wan uses this to defeat Maul but doesn't have it in the sequels. Given the Jedi rules against attachment it's likely that he had to give it up probably to the council.
Attack of the Clones:
1st Anakin Skywaker lightsaber: He loses it to the point Obi-Wan lectures him but it gets smashed when he's in the factory prior to the arena battle.
2nd Obi-Wan Kenobi lightsaber: He's last seen with it during the hologram message when he's taken captive. It was either left where it fell or Dooku has it.
Revenge of the Sith:
Count Dooku: Anakin uses it to kill Dooku. Unless he decided to bring it along (as proof Dooku died) it likely was destroyed.
Yoda: He loses it during his big senate battle.
Mace Windu: He loses it during his encounter with Palpatine and Anakin.
3rd Obi-Wan Kenobi lightsaber: He has this until ANH.
2nd Anakin Skywalker lightsaber: Otherwise known as the important recurring one. Anakin loses it when Obi-Wan defeats him. Obi-Wan takes it with him.
A New Hope:
3rd Obi-Wan Kenobi lightsaber: It's still intact when Obi-Wan dies. Vader might have kept it or sent it to the Emperor.
2nd Anakin Skywalker lightsaber: Obi-Wan gives it to Luke.
Empire Strikes Back:
2nd Anakin Skywalker lightsaber: Vader cuts off Lukes' hand sending it falling down with the lightsaber.
Return of the Jedi:
Darth Vader: Lost in a duel with Luke.
Luke Skywalker: Makes his own lightsaber based on Obi-Wans' design.
The Force Awakens:
2nd Anakin Skywalker lightsaber: Maz somehow found it and after Rey rejects it Finn uses it. He loses to Kylo Ren and despite Ren trying to summon it the lightsaber goes to Rey.