Yes, the locket was destroyed, seeing as that's what the note said, (maybe) and the book, Tom Riddle's diary was destroyed and obviously Marvolo's ring, that Dumbledore was wearing on his finger.
Basically:
Locket (maybe)
The Diary
Marvolo's Ring

Possible One's that were not destroyed:
The Cup
The Snake
Something of gryffindor or Ravenclaw