We found out that Valyarian steel weapons do actually kill White Walkers. Jon Snow guessed at it when he was at Castle Black, though in the books, he never met a White Walker in any fashion, so it was just still a theory.
Since he met one in the show and killed it in the same end result as Sam did with the dragonglass dagger in S2, they work the same way.
Issue is, AFAIK, there's only four Valaryian steel weapons we know off-hand:
1) Jon Snow's Longclaw
2) Brienne's Oathkeeper
3) Joffrey Baratheon's Widowmaker (this one I think is a Valaryian steel sword, made from the same melting/reforging done on Ned Stark's greatsword Ice, though not 100% sure of that; will need a rewatch of S4E2 to be sure or re-read ASOS; instead of Widowmaker, it may be Jaime's current sword, also something needed to check S4 for verification)
4) Robert Baratheon's dagger used to try and kill Bran (again, I think this was a Valaryian steel weapon, as I think it was discussed that it was a very rare weapon and odd to be in the hands of a common thug, especially with its dragonbone hilt; something else to check either in the AGOT or S1 of the show to verify)
There may be more of them in the hands of the lords of Westeros (Randal Tarly, Mace Tyrell, Stannis Baratheon, etc.) or some of the higher-up knights (Loras Tyrell, Gregor Clegane, etc.), though AFAIK there's only four of them explicitly mentioned that I can think of.