Stylus

The stylus is a pen-like object used to operate the touch screen on the Nintendo DS and Nintendo 3DS.

The Legend of Zelda games
To date, the Legend of Zelda games that use the stylus are:
 * Phantom Hourglass
 * Spirit Tracks
 * Four Swords: Anniversary Edition
 * Ocarina of Time 3D

Nintendo 3DS Virtual Console menu

 * The Legend of Zelda
 * The Adventure of Link
 * The Legend of Zelda: Link's Awakening DX
 * The Minish Cap

Tingle games

 * Freshly-Picked Tingle's Rosy Rupeeland
 * Tingle's Balloon Fight DS
 * Too Much Tingle Pack
 * Color Changing Tingle's Love Balloon Trip

Upcoming
Presumably the upcoming A Link to the Past 2 and "Super Smash Bros. 4" will also use the stylus.

Phantom Hourglass stylus
During the beginning parts of Phantom Hourglass' release, Nintendo of America ran a promotion in which, after registering the game on their Web site and taking the subsequent survey, they would send the person a Phantom Hourglass-themed stylus which is clear-colored and shaped like a feather pen.