I suppose most people have been following the stuff that's been coming out in one way or another, so most of that might be known. But I'll still mention some more games that came out, because there might be people to find them interesting:
東方紅魔迷宮~Adventures of Reimu: A puzzle game in which you have to collect P-Items to open the doors to the next levels. Trying to prevent your success are different characters that all act on certain rules. For example Remilias shoot you (with Gungnir of course) once you get in a straight line with them, Meilings only wake up when you have collected all items in a level and Rumias will fall down once they hit you to block your path. Also has a mode to design levels yourself.
東方ぐるぐる弾(Touhou GuruGuru Dama): Yet another puzzle game, where you have to align coloured blocks in lines of 3 or more to make them disappear. The character art may not be the best, but the game makes up for it with nice voice-acting and Music-remixes by IOSYS!
Plus there's a story mode (intro video can be seen on the site I linked) in which each of the characters takes part in a puzzle-challenge issued by a mysterious [R].
東方遊宴世界(Touhou World): Next up is a platformer featuring a large cast of characters that you can switch through at will. A strong point of this game is, in my opinion, the possibility to play it multiplayer with a friend. Other than that, I think the pictures speak for themselves as to what to expect in the game. (I couldn't find an official site for this one.)
東方SASA: This one is from the makers of Touhou Soccer, so quality is assured. It's an action game starring the Eientei cast in which your characters fly and spin around controlled by the recoil from shooting danmaku. Need I say more?
幻想少女大戦(Touhou SRW): Last one I want to mention, and the reason I decided to make another post here in the first place, is the long-expected Touhou SRW (the real one, not that weird other game).
Alas, it is only a trial version that has come out, but at least it's something. I can't say how long the trial is in total, but there seem to be at least two maps for both Reimu and Marisa respectively. Graphics, animation and music give this game a genuine SRW feel, especially the music is awesome.
Though I'm glad this game has no voice-acting. I don't think I could stand hearing all those fairies you kill scream, it's already heartbreaking enough as it is now ;_;
Oh, and the fairies' tackle attacks look absolutely hnnng~
Alright, that's all. Maybe you'll find something you like in there.