All of the main numbered FFs have a Masamune (dunno about XI, but I don't know why they'd leave it out)

FFI: Best weapon in the game, wieldable by any class.
FFII: One of the best weapons, casts Haste for free.
FFIII: One of the legendary weapons in Eureka.
FFIV: Edge's best weapon.
FFV: One of the sealed Kuza weapons, gives an Initiative-like ability to the wielder.
FFVI: Kerfunkled as 'Aura', it is one of Cayenne's best katana.
FFT: Yet another superb piece of equipment that can be stolen by Marquis Elmdor.
FFTA: Teaches the 'Two-Swords' ability for Ninjas.