Officially announced games:

Super Mario Odyssey
ARMS
Splatoon 2

Others Nintendo games announced for Switch, but not confirmed to show:

Zelda: Breath of the Wild DLC
Xenoblade 2
Fire Emblem Warriors
Fire Emblem Switch (This is the least likely to be shown)

Rumored upcoming Nintendo games:

Super Smash Bros 4 Switch Port

I listed Mario x Rabbids: Kingdom Battle in the Ubisoft section, but it's probably worth mentioning here too.

Additional notes:

Monster Hunter Generations Generations Switch Version was announced for the Switch. If it's coming over, this would probably be the right time to announce it.

Retro has not released a game in a very long time.

Platinum is making a game for Switch. It's unclear where that is in development.

Koei Tecmo implied they had a second Switch exclusive. Hyrule Warriors port maybe?

Square Enix/Silicon Studio's Project Octopath Traveler is quite likely in a showable state.

I'm not sure if Shin Megami Tensei: New Project is actually very far along in development.

No More Heroes 3 was announced for the Switch at the system's unveil, but it sounded like it had just started development.

Miyamoto said that Nintendo was making a new Pikmin game at some point. It's unclear if that's the 3DS game or not.

Nintendo is hypothetically supporting the 3DS through 2018, so it's not impossible they announce new 3DS games.

Nintendo will be holding E3 tournaments for Splatoon 2 and ARMS.

Beyond the above games, there's a wide variety of other third party games that could be shown ranging from AAA ports to multiplatform Japanese games to a huge variety of indie titles. Nintendo is less predictable than most in terms of what they show from third parties, especially when their games aren't at least hypothetically exclusive.

There was also a rumor about a SNES classic, though it's worth noting that the NES classic was announced on a random day instead of E3.