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Eastmarch

Ansilvund - Ansilvund Burial Chambers
Enter Ansilvund Excavation and complete objective in the cave and it will be on the table in the back of the final room. Near the Ghostblade and Fjori's ghost.

Stony Creek Cave
Going off the main corridor, follow a path on the right (Before entering the large pool of water with one Bandit), inside the bandit wizard's cavern, on a table.

Windhelm - House of Clan Shatter-Shield
Upstairs and in the first bedroom on the left, on the bookshelf.

Windhelm - Palace of the Kings
When entering the palace take the first door to the left (upstairs) and follow the hall to the end, it sits on a table in Wuunferth the Unliving's quarters at the end of the hall.

Falkreath

Dark Brotherhood Sanctuary
On the dresser in Astrid's room during the quest "With Friends Like These..." or "Destroy the Dark Brotherhood!"

Pinewatch - Bandit's Sanctuary
In a room containing a single bandit and several empty Draugr sarcophagi, there is another small room (to the right, behind a locked door). The stone is found on a shelf immediately on your right.

Sunderstone Gorge
On the altar in front of the Word Wall. Note that, because of its placement on the altar, the Stone can be difficult to spot if you aren't facing the Word Wall from the opposite side of the table.

Haafingar

Dainty Sload
Take the stairs to the bottom level, take the stairs up (opposite the ones you have just come down.) at the end of the room you will find the stone on the table.

Reeking Cave
In the alcove with the dead conjurer near the road entrance.

Solitude - Blue Palace
On the bedside table in Jarl Elisif's quarters.

Solitude - Proudspire Manor
Sitting on a chest of drawers on the lefthand side of the upstairs master bedroom. (Must own Proudspire Manor to get this Stone. Become Thane and pay 25,000 gold to own the home, or pickpocket the key from the steward.)

Hjaalmarch

Rannveig's Fast
On a table just to the right of the prison's exit gate. The prison is entered via a trapdoor in front of the chest at the Word Wall, or long way through tunnels.

The Reach

Dead Crone Rock
On a makeshift altar in front of the Word Wall at the top of the final tower.

Markarth - Treasury House
Next to the bed in the master bedroom.

Understone Keep - Dwemer Museum
Behind a locked gate on left of the museum on a table in the right hand corner.

The Rift

Black-Briar Lodge
On the left end table in the upstairs master bedroom.

Mistveil Keep - Jarl's Quarters
In the Jarl's chambers, on the end table to the left of the bed in the master bedroom.

Whiterun

Dragonsreach Jarl's Quarters
In the Jarl's chambers, on the end table to the right of the bed.

Fellglow Keep
On a counter in the workshop at the top of the front foyer - between the arcane enchanter and the alchemy lab.

Jorrvaskr Living Quarters
In Kodlak Whitemane's bedroom.

Whiterun Hall of the Dead - Whiterun Catacombs
Found in a crypt. From the entrance make the first left, then right, down the ramp. From here it's on the immediate left.

Winterhold

College of Winterhold - Arch-Mage's Quarters
On a shelf in the Arch-Mage's Quarters. To the left of the bed, under a wolf's head mounted on the wall. Becomes accessible during Under Saarthal.

Hob's Fall Cave
Just after crossing the bridge, before an area with a sacrificial table and an Arcane Enchanter, take the path to the left and down into an area with an alchemy bench. The stone is on a shelf.

Yngvild - Yngvild Throne Room
Found on the desk in the last room, next to the final journal of Arondil.

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