Luther wrote a Small and Large Catechism, the first is a catechism proper, in question-and-answer format, designed for parents and pastors to use especially for instructing children; the second, the Large Catechism, is actually a set of lectures on the Catechism, and so is much lengthier. Below you'll find links and brief descriptions of these two texts, along with additional resources, and of course, a few tasty quotes from the man himself.
Luther's Small Catechism
Luther's Small Catechism was published in 1529 in response to his journeys through the villages and towns of Germany. What he found there was not to his liking—the common people, as well as the pastors, had no knowledge of doctrine, and couldn't recite the Lord's Prayer, the Creed, or the Ten Commandments. So he set about writing the Small Catechism, set as a dialogue between Father and Son. The catechism form was not completely novel to him, but his was likely the most influential, becoming the standard from which others would align or depart.
Luther's Larger Catechism
Luther's Large Catechism, actually a series of lectures on the Catechism, and sometimes called The German Catechism, was written for children still, but also has in mind a more educated audience. If the common folk were too ignorant, the nobility were too prideful, thinking that once they'd read the catechism, they could move on to more interesting things. Rather, Luther aspired to always remain "a child and pupil of the Catechism," spending time daily in its recitation and memorization. We ought not "to become doctors too soon," Luther warns, but must always remain as children who draw strength against the devil's wiles by always returning to the basic teachings of the faith.
Resources on Luther and the Catechism
Both the Small and Large Catechisms, along with other key Lutheran texts, can be found in Robert Kolb and Timothy Wengert, eds. The Book of Concord: The Confessions of the Evangelical Lutheran Church (Fortress Press, 2000).
Other secondary sources include:
Charles P. Arand, That I May Be His Own: An Overview of Luther’s Catechisms (Concordia Publishing House, 2000).
Timothy Wengert, Martin Luther's Catechisms: Forming the Faith (Fortress, 2009).
Friedemann Hebart, “The Role of the Lord’s Prayer in Luther’s Theology of Prayer,” Lutheran Theological Journal 18 (May 1984): 6–17
Luther’s Catechisms—450 Years: Essays Commemorating the Small and Large Catechisms of Dr. Martin Luther, 18–27 (Fort Wayne: Concordia Theological Seminary Press, 1979
Robert Kolb and Charles P. Arand, The Genius of Luther's Theology: A Wittenberg Way of Thinking for the Contemporary Church (Grand Rapids: Baker, 2008).
Gottfried Krodel, “Luther’s Work on the Catechism in the Context of Late Medieval Catechetical Literature,” Concordia Journal 25 (1999): 364–404.
* A more complete list can be found at the Bibliography page for the Medieval/Reformation sources