How many children does Oedipus have?

Oedipus had four children with his mother, Jocasta: two boys, Polyneices and Eteocles; and two girls, Antigone and Ismene.
Antigone and Ismene appear in Sophocles's Oedipus Rex, Oedipus at Colonus, and Antigone. Polyneices appears in Oedipus at Colonus. Eteocles does not appear in any of the three plays.
In Oedipus Rex, after Jocasta commits suicide and Oedipus blinds himself, Oedipus begs for Antigone and Ismene to be brought to him and for Creon to care for them. Oedipus doesn't mention his sons by name, and they don't appear in the play, but Oedipus makes passing reference to them to Creon.

OEDIPUS: . . . I reck not how Fate deals with meBut my unhappy children—for my sonsBe not concerned, O Creon, they are men,And for themselves, where'er they be, can fend.But for my daughters twain, poor innocent maids,Who ever sat beside me at the boardSharing my viands, drinking of my cup,For them, I pray thee, care.

By the time Oedipus is exiled from Thebes by Polyneices, Antigone is a grown woman, and she accompanies him on his travels. Ismene chooses to stay in Thebes. Oedipus and Antigone ultimately arrive in Colonus, where they are reunited with Ismene.
In the meantime, Polyneices and Eteocles were to have ruled Thebes together after Oedipus was exiled, but Eteocles maneuvered Polyneices out of power and now rules Thebes alone. Polyneices is attempting to gather support from other communities in Greece to help him regain the throne.
In Oedipus at Colonus, Polyneices travels to Colonus to ask Oedipus for his favor and his support in overthrowing Eteocles, but he's sent away by Oedipus with curses and a dire prophecy for Polyneices and his brother.

OEDIPUS: Begone, abhorred, disowned, no son of mine,Thou vilest of the vile! and take with theeThis curse I leave thee as my last bequest:—Never to win by arms thy native land, No, nor return to Argos in the Vale,But by a kinsman's hand to die and slay Him who expelled thee.

Polyneices and Eteocles finally face each other in battle, and they kill each other.
At the beginning of Antigone, Creon is the king of Thebes, and he has decreed that, since Eteocles fought on the side of Thebes, Eteocles should receive a state funeral. He also decrees that, since Polyneices fought against Thebes, his body should be left to rot in the sun, and no one is permitted to mourn for him.

CREON: Who in his country's battle fought and fell,The foremost champion—duly bury himWith all observances and ceremoniesThat are the guerdon of the heroic dead.But for the miscreant exile who returnedMinded in flames and ashes to blot outHis father's city and his father's gods,And glut his vengeance with his kinsmen's blood,Or drag them captive at his chariot wheels—For Polyneices 'tis ordained that noneShall give him burial or make mourn for him,But leave his corpse unburied, to be meatFor dogs and carrion crows.

Antigone defies Creon's order and buries Polyneices, for which she is condemned to death. Antigone is shut up in a cave to die. Creon relents and revokes his harsh sentence on Antigone, but by the time he gets to the cave to release Antigone, she's already killed herself.

MESSENGER: . . . We looked, and in the craven's vaulted gloomI saw the maiden lying strangled there,A noose of linen twined about her neck . . .

At the time that Antigone was led off to the cave under guard, Ismene was taken along under guard as well. The Choragos (the leader of the Chorus) asks if Creon intended to sentence both Antigone and Ismene to death.

CHORUS: Surely, thou meanest not to slay them both?CREON: I stand corrected; only she who touchedThe body.

At the end of Antigone, Ismene is the only child of Oedipus still alive.