Mary Magdalen appears by name in all four Canonical Gospels

(1611 King James translation)
Gospel of St. Mark, especially Chapters

    15, 40-47
    Mary Magdalene among women ministering Christ
    16, 1-14
    Women at the tomb; Christ appears to Mary Magdalen

    14, 3-9
    An unnamed woman anoints Christ's head with ointment

Gospel of St. Matthew, especially Chapters

    27, 55-61
    Mary Magdalene among women ministering Christ
    28, 1-10
    Mary Magdalen at the tomb

    26, 6-13
    At Bethany, an unnamed woman anoints Christ's head with ointment

Gospel of St. Luke, especially Chapters

    8, 1-3
    Healed women, including Mary Magdalen cured of seven demons
    24, 1-11
    Women at the tomb, including Mary Magdalen

    7, 36-50
    An unnamed female sinner anoints Christ's feet with ointment
    10, 38-42
    Mary and Martha

Gospel of St. John, especially Chapters

    19, 25-26
    Mary Magdalen at the crucifixion
    20, 1-18
    Mary Magdalen at the tomb; 'noli me tangere'

    11, 1-45
    Mary, Martha, and Lazarus
    12, 1-8
    Mary, Martha, and Lazarus; Mary anoints Christ's feet with ointment

Bible Gateway - Search Mary Magdalen's Early Life in Art

She also appears in various Apocrypha and in some of the Nag Hammadi Gnostic Gospels

    The Gospel of Mary
        Peter said to Mary, "Sister, we know that the Savior loved you more than all other women. Tell us the words of the Savior that you remember, the things which you know that we don't because we haven't heard them."

        Mary responded, "I will teach you about what is hidden from you." And she began to speak these words to them."

      When she had finished

        Andrew responded, addressing the brothers and sisters, "Say what you will about the things she has said, but I do not believe that the Savior said these things, for indeed these teachings are strange ideas."

        Peter responded, bringing up similar concerns. He questioned them about the Savior: "Did he, then, speak with a woman in private without our knowing about it? Are we to turn around and listen to her? Did he choose her over us?"

        Then Mary wept and said to Peter, "My brother Peter, what are you imagining? Do you think that I have thought up these things by myself in my heart or that I am telling lies about the Savior?"

        Levi answered, speaking to Peter, "Peter, you have always been a wrathful person. Now I see you contending against the woman like the Adversaries. For if the Savior made her worthy, who are you then for your part to reject her? Assuredly the Savior's knowledge of her is completely reliable. That is why he loved her more than us.

      The Gospel of Philip

        "And the companion of the [Savior is] Mary Magdalene. [He] loved her more than all the disciples, and used to kiss her often on her mouth. The rest of the disciples [were offended by this]. They said to him "Why do you love her more than all of us?" The Savior answered and said to them,"Why do I not love you like her? When a blind man and one who sees are both together in darkness, they are no different from one another. When the light comes, then he who sees will see the light, and he who is blind will remain in darkness.

      The Gospel of Thomas

        114. Simon Peter said to them, "Make Mary leave us, for females don't deserve life."

        Jesus said, "Look, I will guide her to make her male, so that she too may become a living spirit resembling you males. For every female who makes herself male will enter the kingdom of Heaven."

    Pope Gregory I's Homily 33

      In the 6th century, Pope St. Gregory I (Gregory the Great) declared that the woman identified as Mary Magdalen in the Gospels was the same woman known as Mary of Bethany and also the unnamed sinner mentioned in Luke 7, 36-50. The 'sin' of Luke's unnamed woman was prostitution. Henceforward, Mary Magdalen became identified as a prostitute.

      It has been suggested that Gregory I's transformation of Mary Magdalen into a prostitute was a way of countering the problem she posed for the Church. Since the 2nd century, as Christianity became institutionalized along increasingly patriarchal lines, the prominence of Mary Magdalen had posed the threat of sanctioning a leadership role for women in the Church.

      Gregory the Great's Homily 33 and the Identification of Mary Magdalen as a Prostitute