Answer: left arm and both legs
Initially, I thought he just lost both legs but on closer watch, I realize this is wrong. Anakin loses his right hand near the end of the second movie, during his fight with Count Dooku. In this movie, Obi-Wan adds to his injuries by cutting off both his legs from thigh down, and his left arm (seen clearly when he's lying down on a medical transport, burned black). As Darth Vader slowly slides nearer the lava, his stump legs catch on fire and he burns. In the end, all his extremeties have been cut which will be replaced by robotic arms and legs. This is why he has to wear the black helmet and suit - the trademark costume for Darth Vader.