A triangle jump (or “wall jump”, etc.) is a special kind of jump that bounds off the edge of the screen, altering what trajectory would occur otherwise.
In most cases, the command involves hitting the jump direction that aims for the screen’s horizontal center (so or , depending on which side).
There are very few games for which all characters can use the triangle jump; it is usually assigned only to ninjas, practitioners of Chinese martial arts, small-bodied characters, and other quick personages (though there are plenty of exceptions, of course).
In Art of Fighting and its sequel, nearly all the characters could triangle jump; in Art of Fighting 3, only Ryō could.
In the Bloody Roar series, everyone can triangle jump in their beast form, and can’t otherwise.
In the King of Fighters series and the Arcana Heart games (and such), many strategy guides and mooks don’t even bother to mention triangle jump capabilities, but for the World Heroes series and Street Fighter IV (and such), practically all of them do. Also, some games, such as the first Fatal Fury, Last Blade, Power Instinct, JoJo, and Tatsunoko vs. Capcom do not have triangle jumps at all. And of course, games with endless fields tend not to have them.