Unfortunately I've lost my note of where they were and I don't remember them all, but I thought it might be helpful to put down what I do remember and others can add to the list so that they are all here.
- Rainbow Hills, right at the beginning
Canacopra, just wandering around.
After you have defeated the fire boss on the bridge in the Elven Woods, cross the bridge and go right onto the next map.
Ice Shrine - the map where you found the Azura Materia, to the left of the entrance. (maybe here only after defeating the Crystal God?)
Ice Shrine - Hall of the Titans, bottom right corner
EDIT
To include the 2 locations from lilac
- Maze outside of St. Town ( bottom left corner i think )
- The place on the world map where you get quest 25 ( the sword ).
EDIT 2
in the Karak Volcano on your way through to the Orb. He's in an optional area where you go down to the map, probably only a map or two before the end of the volcano.