Tall Man Dagger

The Tall Man Dagger is a small dagger with a black handle and straight blade owned and used by the Tall Man.

Phantasm
The dagger is first seen in the possession of the Lady In Lavender - she uses it to stab Tommy at the start of the film after having sex with him. It's implied that she'll later use it on Jody as well.

After the mausoleum starts to get sucked into the Dimensional Fork, Reggie stumbles outside into the whirlwind and finds the Lady In Lavender unconscious. Upon awakening, she stabs Reggie and is replaced by the Tall Man, holding the blade.

Later in the film, as Mike is running from the Tall Man, he comes across the Lady In Lavender and confronts her with a large knife. She holds up the dagger teasingly.

Phantasm IV: Oblivion
Upon arriving in Death Valley, Mike finds the dagger inside his hearse's glovebox.

In a flashback to the events of the original movie, we see Mike and Jody hanging the Tall Man up a tree. Mike later returns to it and the Tall Man persuades Mike to cut him down using the dagger, which is sticking out of the ground in front of Mike.

The adult Mike wields it as he travels back in time to the 19th century, unsuccessfully trying to murder Jebediah Morningside before he becomes the Tall Man. However, since he is in another dimension, the blade just passes through him as if he was thin air.

After escaping the 19th century to a cemetery, Mike uses the dagger to stab and seemingly kill Jody. Despite this, Jody kidnaps him and takes him to the Boulton mausoleum, where he's strapped to a chair and operated on by the Tall Man. Mike drops the dagger on the floor and flees through the Dimensional Fork without it.

Phantasm V: Ravager
As Reggie encounters the Lady In Lavender, he remembers her stabbing him with the Dagger in a flashback.