Which planet(s) have no water?
Short answer: Venus.
Long answer: First, you need to be clear whether you're asking about liquid water or whether you're including solid water (ice) and gaseous water (vapour). You also need to say whether you're asking about about water on the surface, or any water at all including below the surface and in the atmosphere.
Water is surprisingly common in space and we find it in some form throughout most of the Solar System. Technically speaking, every planet (and probably every dwarf planet) has some amount of water so the answer to the question would be "No known planet has no water at all". However Venus has practically no water and other planets have only small amounts.
It's probably better to ask how much water each planet has, so you should read Which planet(s) have water?