Please note: The American/Canadian releases of "Are You Experienced?" had a spelling mistake on the song "Foxy Lady" (it is spelled "Foxey Lady" on the albums). These copies were released months after the original UK version which had the correct spelling ("Foxy Lady").
The discography of Jimi Hendrix is a complex matter. Strictly speaking, only the four albums "Are You Experienced?", "Axis: Bold as Love", "Electric Ladyland", and "Band of Gypsys" are officially sanctioned by Hendrix. First three of those albums were released by his band, The Jimi Hendrix Experience. You will find those albums at that artist page.
There are so many posthumous releases of Jimi Hendrix material that this album listing is necessarily a mess. If someone wants to start cleaning it up, or you want more precise information, this is a good place to start: http://en.wikipedia.org/wiki/Jimi_Hendrix
Another useful link: http://www.nolifetilmetal.com/jimihendrix.htm
Information about the early Hendrix work is collected at http://www.earlyhendrix.com/
There have been many (and that's an understatement) attempts at cashing in on Hendrix's popularity over the years by re-releasing his session work as long-lost J. Hendrix releases.
As a session player Hendrix played with
Legal name: James Marshall Hendrix, Johnny Allen Hendrix
Also performs as: Heaven Research