The Power Suit, Varia Suit and many upgrades to those Suits feature a pair of thrusters on their backs. These thrusters traditionally appear as two red cylindrical exhaust vents attached to Samus's chest plate.
Though merely cosmetic in the 2D games, the thrusters are shown assisting Samus's jumps in the opening of Metroid Prime. As Samus jumps off of her gunship onto the exterior of the Frigate Orpheon, in PAL or Wii versions of the game, her thrusters release an explosive, loud flare. In the Super Smash Bros. series, they also give off a flare when she jumps, though it is blue in color, and much smaller and quieter.
In Metroid Prime 2: Echoes, Samus was seen using her thrusters (or at the very least a similar technology known as the Gravity Boost) after doing irreparable damage to Quadraxis's head upon leaping off.
Metroid: Other M features exhaust energy being released from Samus's thrusters when she is SenseMoving, Speed Boosting and Shinesparking. The flares given off by her boosters in the game resemble that of Prime. In addition, the thrusters are used in the Search View HUD as the symbol for materials vulnerable to supersonic impacts.
In Metroid: Samus Returns, at the end of the first phase of the Proteus Ridley battle, Samus blasts herself at Ridley using her thrusters after the latter attempted to fling her away when she grabbed his tail and fires her Plasma Beam into his chest, forcing him to release the baby. She also used the thrusters nearing the end of the second phase in an attempt to evade Ridley's charge and fire blasts at Ridley when he lunged at her.
In the Super Smash Bros. series, Samus' thrusters are the reason why she is considered a "floaty" character, referencing the hovering nature they play when she jumps slowly. During the first frames of her jumping, the thrusters burst slightly.
Dark Samus has a similar ability to Samus's thrusters, although the vents are replaced with two protrusions on her back in Metroid Prime 2: Echoes. The Gravity Boost has thrusters which Samus uses to move underwater. Interestingly, when Quadraxis' head explodes, Samus uses the Gravity Boost's thrusters to jump out of the way.
During the final battle against her at the end of Metroid Prime 3: Corruption, one of her attacks involves her charging at Samus, followed by one of her Dark Echoes. Smoke can clearly be seen coming out of their backs, indicating possible thrusters.