Phoenix feathers are a common magical item used in making the core for wands.
Known wands
Ollivander is a wand maker and is known to use three wand cores: Unicorn hair, Dragon Heart String, and Phoenix feathers.
Known Feathers
In the cannon, only one specific phoenix is introduced an he is Fawkes, Albus Dumbledore's familiar. According to Ollivander, Fawks gave exactly two feathers to be made into wands: one is contained in an 11' inch holly wand and belongs to Harry Potter and the other which is in an 13½' inch Yew wand and belonged to Tom Riddle.