Bizarre Adventures #28
Code of Honor #2
Daredevil #168 (first appearance), 174-182, 190, 197, 222, 260, 287, 288, 314, 319-323, 324-327,330, 332, 334, 352
Daredevil: The Man Without Fear #1-5
Devil's Reign #6,7 (a.k.a. Witchblade/Elektra and Elektra/Cyblade)
Elektra: Assassin #1-8
Elektra Megazine #1-2 (reprints Elektra Saga)
Elektra: Root of Evil #1-4
Elektra (unlimited series) #1-19
Mutant X #2
Over the Edge #8
Spider-Man Elektra '98
The Elektra Saga #1-4(reprints material from Daredevil #168, 174-182, and 190.)
What if Vol. 1 #35, vol. 2 #83
Wolverine #100-106(?)

I've heard rumors she appears somewhere in Marvel Comics Presents. E-mail me if you know where!I'm also pretty sure I've missed a few other appearances. Let me know if you know of any!

Parodies:

Elektra (the Parody) appears in What the--!? #3
Eelektra appearss in What the --!? #15?