Depends on which version you're talking about.
The first samurai class (AFAIK) was from the 1st edition Oriental Adventures book from the early 80's.
There was, I believe a samurai kit in 2nd edition, most likely in Complete Fighter.
Both those are from TSR
In the WotC era, the 3rd edition version of Oriental Adventures contained a samurai class tied to the Rokugan setting.
Under 3.5, the samurai core class is found in Complete Warrior (and is so poorly designed as to be nearly worthless)
In 4e, there is no samurai as yet, however, you could easily create a samurai by making a fighter, warlord or ranger, calling his bastard sword a katana (same thing really) and giving him the sort of skills and abilities that match the samurai image.
Hope that helps.