Jeet Kune Do "Way of the intercepting fist," a free-form style of martial arts developed by Bruce Lee. Spike Spiegel, one of the main characters in the anime Cowboy Bebop, practices Jeet Kune Do. See Wikipedia or Everything2.
Kendo The way of the sword. See Kendo America, TV Tropes, Wikipedia, or Everything2.
Sumo A traditional form of Japanese wrestling. Wrestlers are called rikishi. There are six divisions in sumo wrestling, and rikishi ranking in the top two divisions, Makuuchi and Juryo, are called sekitori. Sekitori in the Makuuchi division are divided into several ranks, the lowest being Maegashira. Above them are titleholding ranks called Sanyaku, which range from Komusubi, to Sekiwake, to Ozeki, to the highest rank in sumo, Yokozuna. See Wikipedia or Everything2.
Wudang or Wudan, a style of martial arts named after the Wudang Mountains (see geography page). This is the style used in the movie Crouching Tiger, Hidden Dragon, although I think in such wuxia fiction (see arts page), Wudan warriors have more... fictional abilities, not like real martial arts. I could be wrong, though....
Wushu Chinese martial arts. See Wikipedia or Everything2.
Budo The martial way; martial arts. See Wikipedia or Everything2.
Bushido The way of the warrior; the Samurai code of chivalry. See Wikipedia or Everything2.
Do Way; path.
Dojo School, place of training. See Wikipedia or Everything2.
Go Rin No Sho "The Book of Five Rings," a treatise on military strategy, written from 1643-1645 by a swordsman named Miyamoto Musashi (see people page). See Wikipedia, or read a translation of the text here.
Ping-fa "The Art of War," an ancient Chinese text on military strategy, the origins of which are a matter of some debate, but which are most popularly attributed to a general called Sun Tzu (see people page), which is why the text is called in China "Sun-tzu Ping-fa." See TV Tropes, Wikipedia, or read historical notes and a translation of the text here.
Sensei Master, teacher (not necessarily of martial arts, of course); also doctors or other authority figures. See Wikipedia or Everything2. May also be used as an honorific suffix to a name. See Keigo on the people page.
weapons & equipment
Bokken A type of wooden sword. See Wikipedia or Everything2.
Daishou Big and small (or long and short). Refers to a pair of swords- katana, long; wakizashi, short- worn by samurai. See Wikipedia or Everything2.
Guan dao A Chinese pole weapon with a blade on the end. See Wikipedia.
Kabuto Helmet, part of a Samurai's suit of armor. Also the base in the words "kabutomushi" (beetle) and "kabutogani" (horseshoe crab). I don't know if there's a connection, though. And of course there is a pokemon called Kabuto. See Wikipedia or Everything2.
Kaginawa Grappling hook & rope. (I learned the word from the mc chris song "Hoodie Ninja.") See Wikipedia.
Katana Often used as a general word for "sword," but more properly refers to a specific type of sword traditionally used by samurai (see people page). See TV Tropes, Wikipedia or Everything2.
Kunai Earth digger. Could be used as a trowel or by ninja as throwing knives. Often seen in the anime Naruto. See Wikipedia.
Kusarigama A sickle attached to a chain. Kohaku used one of these in Inuyasha. See Wikipedia or Everything2.
Kyoketsu-shoge A blade attached to a rope or chain, used by ninjas. (The main character in Ninja Assassin used one of these.) See Wikipedia.
Makibishi Caltrops. Small, spiked devices scattered to deter pursuit. See TV Tropes or Wikipedia.
Muk Yan Jong "Wood Man" or "Wooden Dummy," a traditional Chinese training device used in various styles of Kung Fu, particularly Wing Chun, as well as Jeet Kune Do. See Great Lion Wooden Dummy or Wikipedia.
Naginata is a pole weapon with a blade on one end. See Wikipedia or Everything2.
Nunchaku or "nunchucks" are probably the most famous weapon of martial arts, in large part thanks to Bruce Lee movies. They're basically two sticks joined by a cord. See TV Tropes, Wikipedia or Everything2.
Sai A dagger with a prong (or tsuba) on either side of the main blade. See TV Tropes, Wikipedia or Everything2.
Shaken are throwing stars, also called hira shuriken.
Shuriken are throwing blades of two types. One is bo shuriken, which can be anything from the size of needles to javelins, I believe. The other is hira shuriken, aka shaken, which are flat star or disc-shaped blades. See Secrets of Shuriken-do, Wikipedia, or Everything2.
Tachi A type of sword used prior to katana, mostly by cavalry. See Wikipedia or Everything2.
Tanto A type of dagger, mostly used by samurai. See Wikipedia or Everything2.
Tonfa A weapon with shaft and perpendicular handle, like a police baton. In the anime Rave Master, Elie has a pair of "tonfa blasters," tonfa that are fitted with machine guns. See TV Tropes, Wikipedia or Everything2.
Tsurugi Sword. See Wikipedia.
Wakizashi Short sword used by samurai, usually worn together with the longer katana. See Wikipedia or Everything2.